Grenville Street is a block north of College Street; and, in the real Toronto, the Police Headquarters is a large building running between College and Grenville. In fact, it is on the other side of the street from the Coroners Building. The rear of the Police Headquarters is on the south side of Grenville, and the Coroners Building is on the north side.
In the real Toronto, Homicide detectives work out of Police Headquarters. However, that is not the case in the world of Forever Knight. In Season One, Nick and his partner are attached to the 27th Precinct, and in the rest of the series to the 96th Precinct. When Nick comes to see Natalie at her office, therefore, he generally comes by car, and is often seen parking on Grenville right outside the main entrance to the Coroners Building.
Although it was rare for other filming to take place on location there, we did see the entrance to the Coroners Building at the beginning of "The Fix". In that episode, Natalie goes outside to test the effectiveness of the drug, lidovuterine-B, in turning Nick's blood back to the normal human condition.