The location is supposedly the border fence portion where the Illegal Immigrants break through what appears to be a large storm drain by using a car jack to bend the bars of the drain grill.
The "drain" is actually a cleverly disguised bridge that carries Tai Mong Tsai Road over the Lung Hang stream a little further north from the Fuk Hing Bridge. The props department for the show have constructed a fake concrete wall blocking the arch of the bridge and installed an authentic wire fence to make it look like the real closed border area. So I give the props department their..props! It had me fooled for a few days.
If you want to see the exact location on the map, just click on the location link at the bottom of the post.