After the therapy session, Marty is driving through a parking lot. You can see a police car blocking one of the entrances to the parking lot for the shoot in the background as Marty drives by.
When Marty calls Helen from the Dollar General parking lot, he tells her that he is at the intersection of Hawk Nest and Parkway. There is a Dollar General on Parkway several miles away but not at the location that Marty cites.