Musicians and bordering countries hyper-puzzle

You might need a pen and paper for this one.
1. Solve the anagram shown in large letters; 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 a valid bordering country, but lead to a dead end.)