Wilderness Exchange is within walking distance of Union and they require you leave a bag with them when you go into the store, they may be willing to stash your bag for a few hours. No guarantee on that, but an option if you can't find anything else. They are only open 10am-6pm on Sundays, so you may have to wait around a bit or pick it up early depending on when you get there and will be leaving.
Examine the scepter to obtain the Red Jewel. This goes into the Bejeweled Box, which you can get in the Interrogation Room. Accessing this area requires the Club Key, so if you don't have that yet, keep progressing the story until you get it. Once you've got the Bejeweled Box, combine it with the Red Jewel to get the S.T.A.R.S. badge. You can use this item in two locations: the Underground Stairs in the Middle section of the Underground Facility, and the S.T.A.R.S. Office.
They are usually intended for use in public places, and intended for the short- or long-term private use of individuals for storing clothing or other personal items. Users may rent a locker for a single use or for a period of time for repeated use. Some lockers are offered as a free service to people partaking of certain activities that require the safekeeping of personal items.
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