I live nearby, it is Southend.

Isn't it meant to be Southend?
If there aren't any skeletons in a man's closet, there's probably a Bertha in his attic.

I actually live and work around here:
Viewers might also recognise the old Bermondsey Town Hall in Southwark, and the interiors of the Blue Fin Building and former Tooley Street Magistrates Court. The team also worked with both City of London and Southwark to film on Southwark Bridge.
Blue Fin Building and Southwark Bridge is literally across the road from where I work. I think that must be the interiors of Phil Cross's office as I was trying to work it out. Busy area at the moment as they did Spectre, the Spooks movie and saw loads of places I know on Man Up the other week. I always miss them shooting!!
It's too cerebral! We're trying to make a movie here, not a film!

Sorry, I haven't been able to find that info anywhere. Hopefully someone else can provide the answer.

Which town in Essex? Is that the seaside scenes? It's really pretty.
It's too cerebral! We're trying to make a movie here, not a film!

It was filmed across London, the Essex coast, and the Fens.
http://filmfixer.co.uk/unforgottens-creator-thanks-londoners-for-the-series-distinctive-look/