Filter function to add event search by Venue city. Event Espresso 4. This will affect the speed of the page load for search results.

venue_city_search.php

<?php
//* Please do NOT include the opening php tag, except of course if you're starting with a blank file

add_filter(
    'FHEE__Events_Admin_Page__get_events__where',
    'ee_add_venue_city_search_field',
    10,
    2
);
function ee_add_venue_city_search_field( $where, $data ) {
    if (isset($data['s'])) {
        $search_string = '%' . $data['s'] . '%';
        $where['OR']['Venue.VNU_city'] = array('LIKE', $search_string);
    }
    return $where;
}