Praise be to Allah.
With regard to the fidyah (penalty) that is enjoined because of committing any of the actions that are prohibited whilst in ihram, the individual has the choice between offering it in the Haram or in the place where he committed that transgression, except in the case of hunting, the fidyah for which must be offered in the Haram.
It says in ar-Rawd al-Murbi‘: The fidyah for shaving the head [in the case of a scalp ailment], wearing tailored clothing, and so on, such as wearing perfume and covering the head, or any of the prohibited acts that are committed outside the Haram, and the sacrifice required in the case of not being able to continue with one’s pilgrimage, whether the reason for that occurred outside of the Haram zone or within it, is to be offered wherever the transgression occurred, because the Prophet (blessings and peace of Allah be upon him) slaughtered his sacrifice in the place where he was, namely al-Hudaybiyyah, which is outside the Haram zone. It also permissible to offer it within the Haram zone.
It is acceptable to fast and to shave one’s head in any place, because this action is not connected to anyone else [unlike offering a sacrifice, the meat of which is given to others], so there is no point in specifying a place where it is to be done. End quote.
Shaykh Ibn ‘Uthaymeen (may Allah have mercy on him) said in Sharh al-Kaafi: Whatever is required (as expiation) for committing a transgression (in ihram), such as shaving the head, wearing tailored clothing, and so on – apart from hunting – then according to our madhhab, the individual has the choice between slaughtering it in the place where he committed the transgression, because that is the place where the cause of it occurred, or in Makkah, because the basic principle regarding sacrificial animals is that they should reach the Ka‘bah. This is our opinion and it is the correct view, namely that the individual has the choice regarding what he is required to do because of having committed a transgression, except the penalty for hunting; he has the choice between slaughtering it in the place where it happened because that is where the reason for it occurred, or taking the animal to Makkah and slaughtering it there, because the basic principle regarding sacrificial animals is that they should reach the Ka‘bah. End quote.
And Allah knows best.