Plenty of expats in Zug. Much smaller city than Zurich though. You must bear in mind that by Swiss standards Zurich is a "big city", but considering that it has only 300,000 people, and about 1 million in the entire canton - most people who've lived in bigger cities would call it a village. Zug is even smaller, but you'll probably find the accomodation situation not quite so dire.

But again - insist on help from your company / agency.