If you've filed a SAR and feel like local law enforcement should be made aware, what is the best way to do so?

Call them and tell them

Agreed, contact the agency you believe would have primary jurisdiction. Suggest you give them the DCN and a limited recapitulation of the SAR narrative. Make a note of who you spoke with. If a continuation SAR is necessary, fill in the appropriate text boxes.

what if you have just filed the SAR and don't have a DCN yet? Can you give law enforcement the information, or should I wait for the DCN?

The purpose of giving them the DCN is to avoid having a verbal conversation where you have no record of what was or was not said, what you disclosed vs. what you did not disclose.

I'm told the filing bank will have the DCN within a couple of days. For me, it would have to be a situation of incredible urgency to give up that control and put the bank in that position...