User registration with autocomplete and create items

My registration is bid complex for not advanced users. So basically how it works to register user need to choose country, city, club/studio, trainer/dancer All fields except countries are autocomplete fields + they contain option to create item if not found then user need to press option "add city/club/trainer".

Challenge is that sometimes we've seen that users are stopping registration because after they typed cities they dont know what to do because form is blocked until user click "add city" and they just simply ignore that.

So my question is how to clearly show to user that item does not exist and they need to take action by pressing option add city