I believe the physical location of where a crime is committed dictates jurisdiction. I.e., Territorial jurisdiction. In this case, I would assume that the city of Milwaukee or state of Wisconsin will have jurisdiction for trying the perp(s).
Ask Timothy McVeigh about that.
No, primary jurisdiction would fall to the feds as he was a “federal” employee in the course of his duties.
Soldiers home in leave don't get to violate the UCMJ just because they're not on the base. In this case, they peep is subject to multiple jurisdictions and can be tried under both. It's not double jeopardy because they're two separate criminal acts. One would be a violation of the State's homicide statute, and then other would be a violation of the US Code for killing a federal employee on the conduct of his/her duties.