I've been waiting for this episode of Chicago PD to air since 9th April when I saw this scene being filmed - on the left is a photo from the filming, and on the right is the corresponding TV scene - definitely the same man with the orange shirt in front of the orange sign, and the same landrover-type armoured vehicle in the middle of my photo, but at the edge of the TV.

Very surprised to see how short this scene was - rehearsing and filming one part of the scene must have taken 15 mins for only a couple of seconds of footage in a montage.