Head to Yolanda’s house in Parker Square and be ready to escape, due to Damien’s meddling.
The easiest escape from the police is to head directly north toward the marina. In order to reach the marina you will need to turn left and then right and then head directly north, breaking the railing and heading right over the pier and hop across the water to reach a parking lot. From there you can angle right a bit toward a metal fence and under the highway to a dirt road.
Once on the dirt road you should be able to lose the police and carefully make your way north until you are back on the main roads. From there you can make your way to Pawnee. Once you reach the waypoint in Pawnee the mission will end.