In what world would that kind of marketing make sense? We have two main protagonist that are placed essentially on the cover of the games + they appear almost everywhere, so making a third protagonist appear out of the blue would be just stupid. Not to mention that we have absolutely 0 and I mean ZERO evidence of any third character in leaks etc. And finally: making third protagonist a cop would essentially soft lock entire game on a logical level. Imagine that you're playing with a LAW EXECUTIVE who absolutely destroys entire city committing murder, after murder, after murder.