Are you still in the night club? / Are you still at the night club?
No, I’ve already left it. / No, I’ve already left there.
The example you’ve found is from ‘The Pond Mountain Chronicle’ which was written over one hundred years ago in a style/dialect specific to the US Southern Appalachian mountain region. It should not be viewed as a book written using standard rules of grammar throughout.
It’s completely unnatural in comparison to:
I’ve left Chennai and I’m now at home.
If you are speaking about a permanent move from Chennai back to the place you were born, then something like:
I’ve moved from Chennai and I’m now living back home (with my parents).
I’ve moved out of Chennai and have returned to my birth-place.
I’ve left Chennai and moved back to my childhood home.