Find two nine-letter world cities in the shaded 3 x 3 boxes, as well as the countries and national capital cities hidden in the whole grid. The nine-letter cities are on different continents, have over 4 million people, and are not their countries' capitals.
Yes there is! Gibraltar is British Crown Colony, and is therefore neither a country nor a part of the UK. You'll see Gibraltar, alongside other states that want to be countries when they grow up, at Countries 205 to 242.
Yemen is there too!