Privacy>Location Services>System Services (scroll all the way down to get to this), scroll down, if Status Bar Icon is "on" then you'll get an arrow when those are using your location also.
If you open notifications the location arrow could come up for updating the weather info. if you have that on.
In any case, see the notes on the three arrow colors at bottom of location services.
About the only way to really know what app is using it is to use the deduction method of turning all apps off (with purple arrow), turn on each app one by one, open that app, etc.
During the betas, I did have an old app I wasn't using that kept that arrow on, and the app wasn't even open, I deleted the app since I wasn't using it, and it wasn't updated for at least a year anyway.