The rooftop place that often appears in the drama is in Beomcheon-dong, Busan, the pretty night view is taken from Malli Hill. The location should be the place marked in the map below according to street view.
Transport: Beomil Station Exit 7 or 9 walk for about 1 km
The place where they walked past in Ep 2 after leaving the police station is Sujeong-dong in Busan.
Transport: Busanjin Station Exit 1 walk for about 500m