This is tested by:

- http://w3c-test.org/html/browsers/history/the-location-interface/location-prototype-setting-cross-origin-domain.sub.html
- http://w3c-test.org/html/browsers/history/the-location-interface/location-prototype-setting-cross-origin.sub.html
- http://w3c-test.org/html/browsers/history/the-location-interface/location-prototype-setting-goes-cross-origin-domain.sub.html
- http://w3c-test.org/html/browsers/history/the-location-interface/location-prototype-setting-same-origin-domain.sub.html
- http://w3c-test.org/html/browsers/history/the-location-interface/location-prototype-setting-same-origin.html

Chrome appears to not throw at all same-origin, and throw the wrong type of error in the cross-origin cases.

https://codereview.chromium.org/2452073002
Fixed the same issue on Window.  You should be able to use [ImmutablePrototype] extended attribute in Location.idl, like it's used in Window.idl.