Since I can't get to New York myself. Here are my thoughts.
N:TAS : N could be short for Noun. The Noun Tas in english is defined as: A crowd; a throng; a multitude or great number of persons.
The use of Eye Spy could indicate that it is New York. Because Eye Spy Magazine (Which is based out of the UK) is located in the Empire State Building.
I think you are supposed to go to the observation deck and look through the telescopes. Look for a arrow shaped objects(Probably an old church). Then when you find the correct location, there will be a rainbow shaped object just above it in the horizon.
And I believe the comment about the Zigzag refers to stairs.
Maybe I am way off. But I think that is very plausible.
Good luck if this helps. Sorry if I am way off and send you on a wild goose chase.