John 4:44 For Jesus himself testified, that a prophet hath no honour in his own country.
This may be why there is no record of Him preaching in these areas.
Ricky Nelson, a rock singer from the 60s, talked of being on stage, having women screaming and tossing hotel room keys at him. He said it was fantastic for his ego. Then, he'd go home and his mom would tell him to clean up his room and take out the trash. In your own country (area, neighborhood, even home) you're just one of the residents.
As to avoiding large cities, I do that myself as much as possible. I learned to hunt and spend as much time in the woods as possible at an early age. Whenever I go into a large city anymore, I am amazed by little people can actually hear over the background noise of the city. I've been able to hear the sounds of squirrels, birds making nests in someone's attic, or some animal moving in an alleyway.
All the people of the city can hear is horns, screeching tires, shouts and sirens. They cannot hear the other sounds I do since they have not been trained to do so.
As to no record, most cities I've been to are more concerned about what TV/Rock star/major league sports event is happening next. Someone who doesn't already have notoriety and/or a good publicist can pass through without being noticed.
For an analogy, research Gandhi and see how long it took for him to be recognized. I would be willing to bet there are few records of when he first began to speak or where. It was only after he became well known that records began to be kept.