Here is one way
data have;
input LEVEL1 $ LOCATION_PL_EMP_MASTER $ 7-16 DT :datetime17.;
format DT datetime17.;
infile datalines4 dlm='|';
datalines;
India|Hyderabad |02Oct2019 0:00:00
India|Hyderabad |06Oct2019 0:00:00
India|Hyderabad |08Oct2019 0:00:00
India|Hyderabad |13Oct2019 0:00:00
India|Mumbai |02Oct2019 0:00:00
India|Mumbai |03Oct2019 0:00:00
India|Mumbai |04Oct2019 0:00:00
India|Mumbai |05Oct2019 0:00:00
India|Mumbai |06Oct2019 0:00:00
India|Mumbai |08Oct2019 0:00:00
India|Mumbai |10Oct2019 0:00:00
India|Mumbai |11Oct2019 0:00:00
India|Mumbai |12Oct2019 0:00:00
India|Mumbai |13Oct2019 0:00:00
India|Mumbai |14Oct2019 0:00:00
India|Mumbai |15Oct2019 0:00:00
India|Mumbai |16Oct2019 0:00:00
India|Mumbai |17Oct2019 0:00:00
India|Pune |02Oct2019 0:00:00
India|Pune |06Oct2019 0:00:00
India|Pune |07Oct2019 0:00:00
India|Pune |08Oct2019 0:00:00
India|Pune |11Oct2019 0:00:00
India|Pune |12Oct2019 0:00:00
India|Pune |13Oct2019 0:00:00
India|Vijayawada|02Oct2019 0:00:00
India|Vijayawada|03Oct2019 0:00:00
India|Vijayawada|06Oct2019 0:00:00
India|Vijayawada|08Oct2019 0:00:00
India|Vijayawada|13Oct2019 0:00:00
;
data want(drop=_:);
do until (last.LOCATION_PL_EMP_MASTER);
set have;
by LOCATION_PL_EMP_MASTER notsorted;
if first.LOCATION_PL_EMP_MASTER then _from=DT;
if last.LOCATION_PL_EMP_MASTER then _to=DT;
end;
do DT=_from to _to by 86400;
output;
end;
run;