Fremen: for the balloon thing, it's a purple marker, like a purse snatching or road rage. The marker is the balloon itself, and you have to be quick or it will get too high to catch. Once you have it the marker will change to the child. Oh, and don't try to web it -- pops the balloon.
I don't know about a copter to Liberty, but if you hang out on that side of Manhattan and listen for the sound you might get lucky. After all, you've got those 50K hero points to accumulate.