Locke could have just called in the bomb threat. He's a senior intelligence officer, it would have been acted regardless of who the bomber was.
Scott and Stonebridge spot McQueen from about 40-50 yards away and give chase on foot. Despite McQueen walking, dragging a hostage and making a phone call while the agents are running flat out with guidance from Zero. Somehow they don't catch him before he seeks cover almost two minutes later.