Let's assume I have 3 north agendas and all nights watch characters I control have all icons. I'm curious if locations, which lower cost of the character with some specific icon (e.g. Street of Steel), can legally lower cost of the nights watch character, that has no printed icons on himself, but has them thanks to agendas?

No, because as long as the characters are in your hand, they do not gain the icons from the agendas.

Thats what I was afraif of :/ Its sad, 3 nice, notlimitted locations are a bit useless now.