The very last scene in the film was shot back up towards Ponte No.17. Essentially the waterfront area that disappeared when the Sofitel Hotel was built at the inner harbour end of Avenida de Almeida Ribeiro. In the top image we can see the police car driving up Rua das Lorchas towards the camera with Ponte No.16 (built in 1948) on the right hand side and on the left of the image is the edge of the Hotel Grande.
The car goes by and immediately turns into a waterfront area that no longer exists and is instead these days occupied by part of the Sofitel development. The grey painted shack on the waterfront should be the no-longer-existing Ponte No.17 (Pontes 17 through 20 have all gone the way of the Dodo due to the hotel development).