I've just started researching the topic because of your question, so this post is very much a work in progress and should not be treated as a definite answer, just a collection of information that I've come across that I think may be relevant.
My impression so far is that examples exist, but not enough to make clear generalizations.
A two-word phrase can sometimes take locative inflection
Apparently certain special types of modified nouns can appear in the locative case. I have found sources that mention the use of locative case for nouns modified by either genitive nouns or possessive adjectives:
- The locative domi may be modified only by a possessive adjective or by a noun in the genitive; when it would be otherwise modified, the ablative with in is used instead.
domī meae, at my house
Caesaris domī, at Caesar's house
in Mārcī splendidā domō, at the fine home of Marcus
(Concise Latin Grammar, by Benjamin Leonard D'Ooge, 1921, p. 215)
Given the existence of the "domi meae" construction, I don't know of an a priori reason to rule out the two-part use of the locative case in Novi Eboraci as completely impossible.
There might be some examples of city names containing adjectives taking locative inflection
There doesn't seem to be great attestation of historical usage, but some examples are mentioned in the following Textkit Greek and Latin Forums
thread: novo eboraco?, by
metrodorus, Mon Jul 14, 2008 9:19 pm.
The first post says that metrodorus asked Dexter Hoyos about this usage, and received a reply that cited a mixture of usages: "Teani Apuli", "Suessae Auruncae natum", and "Carthagini Novae" but also "Carthagine Nova".
The ablative could possibly be used in this context
There is precedent for the use of the ablative form for the city name Longa Alba/Alba Longa:
- Ablative for the Locative.—Instead of the Locative in names of towns the Ablative is used, with or without a preposition—
1) When the proper noun is qualified by an adjective or adjective pronoun: In ipsā Alexandrīā, in Alexandria itself. Cic. Longā Albā, at Alba Longa. Verg.
(Latin Grammar, by Albert Harkness, revised edition of 1881)