Must the expiatory fast for covering the head in Mina for a pilgrim in a state of ihram due to the cold in Makkah be observed in Makkah or in any other place?

Whoever intentionally covers his head during ihram is obligated to offer a fidyah, which gives him a choice between three things. If he chooses to fast for three days, he may fast them in Mecca or in any other place, because fasting is an act of worship that is permissible everywhere.