Fort Franklin Pier
After exiting the office, if you feel like grabbing a sniper rifle, you can pick one up from
a crate on the barge at the end of the gangplank directly in front of you. If not, loot the area and follow the boardwalk to the left. Climb the stairs at the far end and enter the building at the top.
Turn left to find yourself at an opening overlooking an open area below and a building opposite that appears to be a police station. There is a sky-line here as well if you wish to use it. From the vantage point we have, kill the soldiers in the courtyard below, there are 6 of them initially and one or two of them will use the sky-lines to come up and try to melee you. After they have been dealt with, a barge will appear to the right with a rocketeer and an auto-turret aboard; it will also drop off another 5-6 soldiers.
Once the area is clear, enter the lower level of the police station. Look in the cell on the left hand side and you should be able to grab an Infusion Upgrade [1/1] from between the bars.
Exit the building and use the sky-line to reach the upper level of the police station. Ignore the big red door for now and enter the opening opposite. There is a Veni! Vidi! Vigor! vending machine (no new upgrades yet) and a Dollar Bill vending machine on the left hand wall that you can use if you wish to do so.
When ready, return to the big red door and interact with it for a scene. Take the sky-line that has now appeared and ride it until it ends. Drop down and walk towards Elizabeth for another scene.