Hyper-puzzle 4: Musicians and bordering countries

You might need a pen and paper for this one.
1. Solve the anagram which is shown; each one is the name of a piece of music.
2. What band/musician wrote that song?
3. Establish which country they are from.
4. Solve the anagrams in the boxes; they are all names of cities.
5. Ascertain what country each city is in.
6. Select a city in a country which borders the one where the artist is from.
To make matters worse, there is only one correct way to solve the puzzle - beware of traps!
(Some options are indeed a valid bordering country, but lead to a dead end.)