I would contact the Arizona State Police that may have a historian or, to direct you to the proper professionals.
Several Metropolitan Police Department "early" shields --not considered a 'badge or star' until later.
The MPDC Badge/Shield went through several changes. The Metropolitan Police Department in Washington, D. C., was founded 1864.
Another area to perhaps inquire about this particular badge/star/shield; for the Arizona Territory, is to contact the U. S. Marshal's Office - perhaps go local and have them get them to access their historian and see what they may come up with.
M. E. Wolf