Just to make sure we're discussing the same files, download/clone this GitHub:
In Arduino IDE, select the "settings.h" tab. On line #79 will be
String DISPLAYED_CITY_NAME = "";
Write the City Name in between the ""
EXAMPLE: String DISPLAYED_CITY_NAME = "This is My City";
Save & compile & upload to device.
The city typed above will be displayed.
"Wunderground City" seen in the ESPaper Setup Mode changed via http://192.168.1.140 changes the weather readings such as temperature/forecast to another location but it does not change the actual displayed city name that you previously typed in String DISPLAYED_CITY_NAME = "";
Does that make sense?