In the IC prison district where you wind up being released if you are arrested - also if you set that as your active quest the green arrow will lead you to it !
I have it marked as my active quest and have no green or red arrow. When I go to the prison district the Armory door is locked. What do you think? I waited 2 weeks. Thanks.
Have you had the quest update that says something like "my armour should be ready to collect now" yet? iirc you won't get a quest arrow 'till that second update.