It shows several instances of an intersection of Knox and Commerce streets.
These streets are roughly three miles apart and parallel.
There is a Plano Road and a Plano Parkway, but no Plano Street.
An intersection of Plano St. and Harwood St.
Harwood St. exists, but, again, no Plano St.
Coordinates given to the Swedes to find Diego are actually coordinates to Netflix's studios on the Sunset Strip in Los Angeles (34.097842, -118.316307), nowhere near Dallas.
According to atlasofwonders.com, the Dallas police station is a digitally altered stock image of the Maricopa County Courthouse, the Old Phoenix City Hall in Arizona.
Presumably, Luther and the two Number Fives (old and young) cross the Dealey Plaza Triple Overpass on their way to catch John F. Kennedy's motorcade. It's actually the Emerald Street Footbridge in Ontario.
Jumping to the future
In an aerial shot of JFK's motorcade, the Lew Sterrett Justice Center can be seen. It wasn't built until 1993.
Another aerial shot of the motorcade shows the Dallas Holocaust and Human Rights Museum. This location of the museum did not exist until 2005.
Even superheroes can't travel that fast
Diego is sent to the Holbrook Sanitarium in Dallas. This is a fictional sanitarium, but interestingly enough, there was a Mountain Sanitarium in Hamilton, Ontario, where the season was largely shot and it was operated for several years in the early 20th century by a Dr. Howard Holbrook.
The filmmakers don't explicitly show an expressway, but we're pretty curious how the Umbrella Academy siblings were able to travel to and from downtown Dallas and a remote farm so quickly.