Even being right outside the police station may not save you.
From John Lott, a woman in Florida was murdered in the parking lot of a police station while on the phone with 911.
An armed stalker confronts a woman in her home. She gets in her car and drives off to draw him away from her children. The stalker follows in his car. She drives to a police station while on the phone with 911. The first 911 center her cell phone reaches isn't the right one for her jurisdicition, so her call is transfered. When she reaches the police station, an iron gate blocks her access. She is shot and killed right outside the police station. The stalker then kills himself.
The 911 center never dispatched the call.
In a situation like that, I'd be calling 1911 first. Then I'd call 911 after the tango was down.