Sergeant Sequence calls for back-up

^{An entry in Fortnightly Topic Challenge #42: Wordless Connecting Walls}

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"Sequence, get in here! Your man’s definitely up to something!"

The mood at Headquarters was tense. Sergeant Sequence obediently entered the Chief Investigator’s office to find him staring at a map on his wall, tugging at his hair with both hands.

"It’s Patrick Terne again, Sequence – we’ve intercepted transmissions pinpointing 16 of his known associates scattered about Europe. We’ve just had word that they’re now all on the move – but we don’t know where they’re going! Reading Terne’s mind is your area of expertise – tell me, where’s everybody going next?"

Sergeant Sequence examined the map and slowly shook his head. "Hmmm, this isn’t a standard what-comes-next sequence. This is… something else altogether."

The Chief Investigator began striding about the room, muttering to himself, like a man possessed. "All of these locations are fairly sizeable towns, cities, regions or islands in Europe… That one in Bulgaria is not Plovdiv – it’s a little too much to the west… Where are they all heading?!"

"Sir," interjected Sequence. "I think we need to call in… Corporal Connecting-Wall!"

TASK: Resolve this map-based connecting wall into 4 categories, each containing exactly 4 of the locations marked in red. Identify the European city (population >100,000) which satisfies all 4 categories – this is where Patrick Terne’s associates are heading!

"Checksum" – The initial letters of the places marked in red (minus accent marks, and in alphabetical order) are ABBEGHHIMOPPSWZZ.