Unless someone is streaming a scanner feed online for that agency, putting an antenna outside your home is the only real solution.
You can only do so much with an antenna mounted on top of a portable radio.
You'd need to be sure which frequency/frequencies the agency is using and design your antenna system for that, it will give you the ideal performance. You can get "all band" scanner antennas, but they can be lacking if all you need is a specific band.
Moving the radio around the house won't be a viable option anymore, you'll want it in one place connected to the antenna. You can use bluetooth speakers to extend the listening to where you are in your home.
If they are on VHF….
An antenna like this might be a good low cost choice:
https://www.theantennafarm.com/catalog/laird-technologies-crx150-4120
There are others, that's just an example. I will say that you should really avoid the low tier Chinese antennas. Tram, Browning, and some of the amateur radio oriented antennas can be real stinkers. No point in putting the labor/money into a cheap antenna if you want it to survive.
You can also choose a discone type antenna, which will generally cover all the bands your scanner is capable of receiving.
You'll want decent coaxial cable to run from the antenna to your radio.
Basic RG-6 satellite TV antenna cable can work well, is cheap, and easy to put connectors on. You do want to keep your cable run as short as reasonably possible, so don't buy a 100 foot roll for a 30 foot run and leave the excess coiled up.
You'll either need the cable terminated with connectors to match your antenna and radio, or you'll need to use adapters. Avoid using adapters if you can, they can be problematic weak spots in your system.
Waterproof your outdoor connections really well. Any water intrusion will corrode the cable and lead to issues.
You really do need to have proper grounding, especially if you are in the mountains. It's required by the National Electric Code. The antenna mounting pole and antenna base need to be grounded with at minimum a 6 gauge wire to a grounding rod below the antenna. By code, that grounding rod needs to be bonded to your home electric entrance ground rod. You'll also want a lightning arrestor installed where the coaxial cable enters the home.
It's a bit of work and cost, but done right you'll see a big improvement in performance.
There are a number of different ways to do this, but those are some examples. You do need a proper antenna, you do need good coaxial cable, you absolutely do need proper grounding, so don't skimp on those.
