With no where to go sometimes, I have become your best friend. I store all your favorite items in one place.

well stockyards mean a large yard containing pens and sheds, typically adjacent to a slaughterhouse, in which livestock is kept and sorted. and i'm assuming that by party you   mean a large group of people which does make sense because chicago is a very crowded place much like new york. stockyards tend to take up a lot of room due to needing the area for pens to keep animals in and the fact that stockyards are usually right by slaughterhouse where they process and distribute the product. so its much like a zoo but with some dead animal products close by.

fears about being blown up

anxious,the clues in the question suggest he was embarrassed and anxious about boo radley.