The final appearance of the typhoon shelter is when the action moves to the yacht. The pier at which the boat is berthed is actually the eastern edge of the shelter. There is a misleading sign on the left which states we are at North Point Pier, but it's lying (like a cheap watch).
Actually, the area where Lee (played by Chan) used the polystyrene box to board the boat is still around but is currently covered in construction works for the Wanchai bypass reclamation. The wooden piles seen on film can still be seen on Google Earth, but it's unclear how much of the area will stay the same once the reclamation is complete. If you look closely at the lower picture, you can see the underside of the Eastern Island Corridor highway in the top right.