moonshine_yarrow The location requests are sent using the OS location service by default. To get a location lock, you'll realistically need to be outside. You'll might be able to lock the location faster if you have mobile data on to use GNSS, but it'll also work without mobile data on.
Having said that, I've had some apps though which simply fail to get the location this way. In which case, you could route your Location requests through Google Play Services, if you don't mind giving this information to Google. You can do that by opening Settings > Apps > Sandboxed Google Play and switching off the toggle to reroute location requests to the OS. You'll then be instructed to give Google Play Services unrestricted battery usage.