As you have a list of cities for each region just name those lists (right-click, define name), e.g. Region1, Region2 etc. Then you can use this formula in conditional formatting
=MATCH(C2,Region1,0)
add required format and repeat for the other 3 regions.
In that way you never have to change conditional formatting - if you want to change, add or delete cities just change the lists accordingly
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