Okay, I messed a bit more with Martinez. I didn't manage to carry out the coin trick anymore and also he starts chasing me if I steal his briefcase when he has set it down (even if he didn't see me pick it up). But I found out that if I knock him out, take the briefcase and let someone wake him up, everything's okay, If I've left the briefcase somewhere, he always knows where it is and goes to take it back. But seemingly it didn't work if I left it somewhere where he had to go with the elevator, so I did something different. I left the briefcase to the elevator and waited him to go pick it up, then sent the elevator down and knocked him out. Then I took the briefcase to the starting point of the mission and made some guard find Martinez again and voilà! (Yeah I also could have waited him to go to the elevator on his own.) If there only where some cars that could run him over. This doesn't maintain your SA, but maybe it could be possible to do with the coin trick too.
Btw if I'm carrying the briefcase it can't teleport back to him.