Given the fact that it is Chicago...I would be inclined to notify the FBI and the local military installation, rather than the police...Hell, Chicago is so damned corrupt, they would probably arrest YOU for even being suspicious of someone from the “Religion of Peace” (barf alert)
Notify everybody. Janet WANTS people to watch for suspicious activity and report.
(Not saying they’ll do anything; but you MIGHT run into ONE person in ONE agency who may put two and two together;
maybe see a pattern; maybe help prevent something.)