Any CS agent can drop it in the local UA lost and found box which will go to the office in the baggage claim. The more info you can put with it is a note, the better the chance of it finding the owner. If you think the CPD is more likely to track down the owner than the UA lost and found, by all means, give it to them. I'd give it to the airport employee working closest to where you found it. If the owner comes back looking for it, they will most likely ask the airport workers if they have seen it in the vicinity it was lost at. The farther away from this place it gets taken, the longer you hold onto it, the less likely the owner will get it back today.
Not trusting the employees who you are doing business with and likely handing over your luggage to seems a bit paranoid.