"In" takes the ablative case: "in Philadelphia"; "in Philadelphiae" is ungrammatical. But cities (like Philadelphia) normally use the locative case in place of using "in": just "Philadelphiae" means "in Philadelphia."
Some of the speakers are very difficult to understand. Each can pronounce words very differently. I have to listen multiple times and sometimes I just cannot understand it. But I like it because that is how people speak in real life.
I, like me, you put in the precise and exact correct answer several times and had it rejected, the only way to progress seems to be to copy and paste the answer. Technically I suppose that's cheating, but it at last gets a "correct".