It's a bit hard to locate the scene where Gordon Lam - driving the stolen truck with the baton inside - is stopped by a police cordon whilst being following in a car by Louis Koo. However, one part of the road I do recognise is the roundabout where Clearwater Bay Road splits off into Lung Ha Wan Road and Tai Au Mun Road. It's reasonable to assume that the police cordon scene was also filmed nearby (but, obviously, not a dead cert).
The old structure that can be seen in the lower images is still in that location but is now completely covered by foliage. There is a clearer view of it over on Andi's excellent site where the same location is seen in The Angry Guest.