With El Capitan, you need to excavate into System preference to get that arrow icon to emerge when Apple’s location services are being used. Below are the some of the steps to follow.
- Open System Preferences and then click on Security & Privacy.
- Select the Privacy button and then click on Location Services which is placed at the top of the list on the left.
- Select the lock in the lower left corner and enter the password to make changes.
- In the box on the right which lists the apps that can use Apple’s location services, roll down to the bottom to System Services and click on the Details button. (Also, ensure the checkbox is checked for Enable Location Services at the top if you did not facilitate it when you first set up the Mac.)
- Ensure the box for Show location icon in menu bar when System Services ask for your location.
- Click on the lock in the lower left corner to save the changes.
When you are using one of the apps which you have allowed to access the location (from the list you scrolled past to get to the System Services line in Step 4 above), the arrow pointer will appear in the menu bar. The arrow should appear apparently out of the blue and then you can click on it to see which app is requesting your location. You can also view the list of accepted apps from Step 4 to see which apps have lately requested your location. The arrow icon appears subsequently to any app which has requested your location in the previous 24 hours.
Note: This arrow indicator does not cover any or all apps which may have requested your location. The Chrome browser, for instance, uses Google’s Location Services and so no matter which you do in Chrome won’t cause Apple’s arrow indicator to appear.