Until the 1800's, all western ethics started with the Ten Commandments accepted as fact. Schopenhauer came along and said, 1) atheism, and 2) there are no preexisting rules except "will", which he defined as the common motivation for all things. He had another phrase for the intentional motivation that we usually think of as 'will'. His usage would cover, I think, vomiting, ie, something that is a consequence of our being but not intentional. Also, the motivation of a rock rolling down a hill.
He says that ethics are a consequence of the higher level intentionality of humans, ie, reason. Consequently, it is, I think, essentially an artistic fabrication with an esthetic based on emotion. He observes that some people have compassion, a "felt knowledge" that comes down to viewing harm to others as harm to oneself. (I would prefer to call it empathy.)
His fundamental understanding of the operation of will (his usage) in humans is egotistic and the equivalence implied by compassion forms the basis of his basic ethical idea, "Harm no one and help others as much as you can," ie, do what you can to avoid feeling the internal harm (sadness) that results from compassionate perception of other people's injury.
So, I think about your sequence of values, kill the guy on the spot, kill the guy in the alley, give him to the police and have them kill him, ... police try him and kill him, police try him and don't kill him, etc.
Interest to me is the fact that that Schopenhauer doesn't provide any guidance on whether he should be killed. He has no 'thou shalt not kill'. If the person is a monster that in no way excites compassion, then his life or death is ethically neutral. Kill him in front of the kids, harm arises, compassion engages, QED: don't kill him.
Sneak him out to the wilderness where nobody will ever know (avoiding whatever abstract societal harms) and he can do no harm. I guess that would count as you doing less harm (as long as you don't feel badly about for some perverse reason).
I'm a fan of Schopenhauer in a lot of ways. I absolutely agree with him that there is no god, that all ethical/moral principles are human fabrications that fundamentally come down to our emotional perspective and, even more, our esthetic evaluation of how we want our world to be.
I have some different thoughts about where compassion comes from but, in the end, I am a huge fan of the premise that the basis of ethics comes down to (I paraphrase) a determination of one's idea of how pretty the social fabric should be.