How do I add missing cities for the other locations on the time & date clock?
For some locations, you should to write all the name of the location so that this to appear. Happens to me as well if I do not write all the name. Also, an internet connection seems to be obvious in this case.
You can use dconf-editor to add cities.
com->canonical->indicator->datetime->locations
Edit locations:
locations = ['Europe/Moscow Moscow', 'America/Los_Angeles Santa Clara']
More info here. Available timezones here and here.