Can you play a different house affiliation card as your HOD agenda ?

eg. I am Lannister but using a Martell location as my HOD locaton card

No. House of dreams says it must be in-house.

This limitation is in the text of HoD. The agenda specifies that the location must be a "unique, in-House, non-Limited" location.

~In other words, as much as we all hate it, reading the cards sometimes does pay off!