When I share a web page to Devonthink To Go and save as Markdown, the geolocation of the document is blank, but it used to save this. If I create a new Markdown document, it stores the geolocation just fine. I have location turned on for DTTG in Privacy.
It had, but looking back at documents over the past week or so, some had a location, others did not. I tried it on my iPad and iPhone, acts the same. I didn’t see a way to manually add it in DTTG or I would just do it that way.
Please open an issue for this, assigned to version 3.6.3 
There is no function for manually adding a geolocation to a file in DEVONthink To Go. However, you could potentially use a Shortcut to add a location to the Comments field.
Will do… and done 