Harley really doesn't know where Joker's dirty bomb is. Because he put in the last place she would ever look: Her hammer.
Harley gets knocked off balance fairly easily in her first confrontation with Batman right after retrieving the hammer, with the bomb changing the weight and balance she's used to.
In further hindsight, it makes perfect sense why Killer Frost and King Shark would get along so well: Both are superpowered individuals, their appearance match their said abilities, and they both can be vicious fighters that have zero qualms about killing. Birds of a Feather, right?
AOA gives subtle Futureshadowing to Arkham Asylum and Batman's paranoia at the beginning: Harley Quinn pulled a similar stunt to Joker's by robbing the doll shop.
AOA also gives similar Futureshadowing to Arkham City: Joker knows the best way to hide a secret from the World's Greatest Detective because he did it before by hiding the dirty bomb in Harley's hammer which Batman never checked.
Why does Waller choose Killer Frost to execute The Riddler and not one of the other? Deadshot and Black Spider might've taken the chance to betray Waller by asking the Riddler a few questions. King Shark lacks any form of being subtle and would've given himself and the team away in less than five seconds. For Harley, Waller probably guessed that she would've gone to free Joker first (she was partially right on that). And Boomerang's weapons aren't exactly great tools used for killing or knocking out someone quickly enough, which was best shown when knocking out a security guard. Now, Killer Frost has no problems with killing and she's desperate to get the explosive collar off of her. There's also the fact that her ice powers grant her ability to kill Riddler very easily (i.e. kiss him and freeze his head, letting gravity do the rest), plus she has some level of stealth. Too bad, the Riddler managed to talk his way out. Still a brilliant plan on Waller's part.
Batman struck me as oddly confident about exposing Waller, even for being Batman. Then it hit me. Deadshot and crew were sent to acquire a hidden jump drive contain info on the Suicide Squad, one that wasn't where Waller told them it would be and was the tip off the mission was for ulterior reasons. But it wasn't, the mission was just a two-for-one deal. Info recovery and silencing the fool. That cane was designed to be hiding something. Waller fully expected there to be a flash drive. But someone else has it already. Riddler's original interrogator. Batman!
In a blink-and-you'll-miss-it moment, when Deadshot is talking to Waller right before the Suicide Squad get their shock collars deactivated, we get a brief shot of the screen that Waller uses to keep track of them: there's five red dots in one room, and one red dot somewhere further off, which is an early giveaway that Black Spider is really Batman in disguise
During the montage showcasing each member of the Suicide Squad three are shown in prison (Deadshot, Captain Boomerang and Harley Quinn) and four were shown being arrested (Killer Frost, KGBeast, Black Spider and King Shark) of the seven of them KGBeast gets his head blown off almost immediately, King Shark and Black Spider are killed when Waller finds out they're trying to disable the bombs, Killer Frost is thrown into a cliff side in a car by Bane (granted her fate is ambiguous), Captain Boomerang, Deadshot and Harley Quinn all make it to the end of the movie unambiguously alive. It's like they used being freshly captured as a Red Shirt.
The Riddler is known to be skilled in escapology. Paired with his intelligence, he easily could’ve escaped Batman at the beginning of the film. Instead, he chooses to clumsily attempt to crawl away through a vent on the floor while he’s still handcuffed. He wouldn’t have made the mistake to escape in such a poor manner unless he wanted to be caught. Riddler knew that if Waller caught him, he’d be good as dead. Riddler wanted to be apprehended by Batman, so he’d be sent to Arkham. While the prison isn’t ideal, it’s much safer than being brought directly into Waller’s custody. Meaning Riddler purposely chose that method of escape, knowing it would fail and that he’d be caught by Batman.
Batman is also noted to not be a judge, jury, and executioner. He wants to rehabilitate villains like the Riddler. That's why they go to Arkham.
The main page notes that Deadshot has Adaptational Badass compared to his Arkham City counterpart, but consider this, most of the film he's fighting normal people, who are at a far lower level to the Batman.
Batman lets the Suicide Squad go when he realizes that Joker and Harley have the bomb. Pragmatic decision and showing that he defies Skewed Priorities? There may be another reason: thanks to the Squad infiltrating Arkham, they inadvertently gave him the means to save the city. If they hadn't, Joker would have had the bomb in his custody, so to speak. He also respects Deadshot, telling him that they'll settle their score later.
It's also worth noting that, at this point, the majority of the Squad is just trying to get out of there. Considering they'll almost definitely want to lay low after crossing Waller, they're less likely to cause immediate trouble compared to Joker and Harley.
