Setting? What setting? Lee drops us in the middle of a dark, inscrutable place in this one. Our speaker simply refuses to tell us anything about his physical surroundings. Yes, it's true that we don't know where we are. That said, "This Hour and What Is Dead" still has a setting. In fact, we think it has a couple of settings.
The first is the physical setting we infer: a bedroom in the middle of the night. The second setting is the blurry place between imagination and memory. In other words, this poem takes place in the speaker's mind. Cool, right? And his mind is not just any mind. It's the mind of a haunted man, a man who can't sleep, who can't stop thinking about a dead brother and father, and God.
In that mind of his, it's hot, "burning" (10) even. Having "God, that old furnace" (23) nearby, chattering away, doesn't help with the heat. Our speaker's father is close by too, perhaps sitting on the edge of the bed as he works on his sewing. The brother is clomping around on the upper floors of the speaker's mind.
But other than a few concrete details, like the "needle" in line 18, not much else seems tangible. In this blurry lack of concrete surroundings, emotion becomes tactile. We can literally feel how the speaker feels through his heat and restlessness. But emotion becomes visual, too – that spilled water running back to its vessel, those doves. The setting is variable, with things appearing in snatches, and then seeming to fade away as our speaker turns his thoughts in a different direction. In the end, all we can say for sure is that we're in a world of memory and imagination. The speaker may be lying in a very real room on a very real bed, staring up at a very real ceiling. But we don't get to see that, do we?