Right now the best suggestion would be to add it near PD, just to avoid constant ramming from other cops and civilians at Pershing Square.
Regarding Alcatraz, yes it seems very logical I agree, however it would be bad in terms of criminals who escape Alcatraz. They do usually more effort to escape that place, and of course there is the possibility of camping, and quick arrest if the marker is there, so I don't think that is very fair towards criminals. Plus transport of the criminal to Dilimore or Pershing Square is more challenging, and giving the criminal opportunity to escape.
If you have better suggestion about the location, please suggest it in the new topic.