I would reach out to people at the school you received a scholarship at and see what their thoughts are regarding the safety in the area; especially if any of them think it has impacted their ability to learn/perform. In my opinion, even if they say it is not the safest location - if they have all been able to work through it, I would still attend that school. It would become a matter of adapting to the environment of a worse location just like your colleagues did.