Katherine waits for a bit before leaving the break room, to stop it looking quite so suspicious. When she does, she doesn't go downstairs but heads right for the exit, the angry click-clack of her stick warning everybody of her advance.
It's not like the entire police department will collapse because she didn't fill in a few lost item forms. Somebody else can pick up the slack for her - or let it drop, more likely.
Standing outside in the cold Gotham weather, Katherine hails a taxi and, after a moment's thought, tells it to take her home. There's a bit of trouble getting back as the driver encounters some traffic, but she remains silent as she thinks through her options. There's been a lot of reports in the papers about abductions in situations like this, but Katherine is of the opinion that anyone who tries that on her deserves what they are getting and will be some useful stress relief.
Her house is mostly a mess as usual, but she quickly changes: grabbing the cane, gun, camera, cuffs and all the little things needed for indiscreet missions. The clothes she wears are dark, muted and slightly reminiscent of 1930's PI novels but still not anything to draw undue attention - suited for stealth, but unusual enough for that not to be noticed. After a moment's consideration she takes her badge. This is an arrest, after all.
That done, Katherine places a balaclava into her pocket and checks the clock. There's going to be people there. Recon would be nice.
For her final act, she uses the phone to leave a message for Benito, for backup. She doubts he'll come.
It's a fair bit later at night when a figure can be seen walking close to Pier Thirty-Seven. Those suspicious would say that she was checking the place out.