Whilst all wild birds are listed as protected species under Schedule 2 of the Wild Animals Protection Ordinance (Cap 170), I don't think that revealing the exact location of this bird would lead to any adverse impacts to the bird as a result of others wanting to see it(considering the species and the setting of this urban location with lots of human activity/disturbance from the general public).
If it was a breeding bird then perhaps sensitivity may be an issue, but even then it would depend of the location and nature of the site.