Firstly, it depends what Bluecoats are in your game. In mine, they’re explicitly peacekeepers - City Watch, not police. So it makes sense for them to be dispersed around the city. If you use the extended maps there are Bluecoats HQs in each district. Depending on how big you think Duskvol is you may or may not like that idea.
In my game Duskvol is approx 20 miles by 15 across, so having a load of Bluecoats in one area means they’re not going to have the peacekeeping ability that someone local will.
If you see them more as a militia, then maybe a single barracks makes sense but they’ve still got to get around and a militia is more likely to get called out when there is trouble - ie when travelling around the city becomes difficult.
So wherever you put them (I’d stick them in Charterhall, because it’s the government and civil service quarter along with the University) but I would consider what the plans were to get close to the other parts.