Although might be a neglected scene in the movie , the Cosplays in the Suicide Squad are trending as if where are they breaking into or whom do they stand with and all kinds of stuff ! Although its mostly agreed that they are Joker's allies Its not clear where they are breaking into . This is of course my guess and it might not be true !
Although its clear that , At the end of the trailer , The Joker is speaking to Harely Quinn . What you might not have noticed is that the Panda right behind him at 2 : 39 . Since the joker is speaking or torturing an unturned Harleen Quinzel and its evident that the panda is there we can assume that the Panda and the rest of the cosplays are breaking into the Arkham Asylum .
Why Arkham Asylum ?
In the comics it s said that Harely Quinn worked at the Arkham Asylum before Joker turned her into somebody like him or Theatrical ! Although in the comics its said that Joker had talked her into being with him when he was sent for counselling , here it sort of seems like a forced turnover !
The cosplays are there and since she might have been working there as this happened there is a high possibility that its the Arkham Assylum !