Dynamic Value List from field in 2 DBs?

How would I go about to fetch 2 ValueListItems sources for a text field
(City) and get the index from the result, in order to form one value
list with all values from both databases and this without duplicates
(most values are going to be dups actually).

The problem as I understand it is that, even if I can just add the lists
together, they are bound to contain duplicates. I need them removed. But
I see no clear way to get an index on just one occurence from one field.

While I'm asking on value lists, what's the best way to let the user add
a new value or choose it from a connected value list? If I let the user
tab into the field, he/she has to use ESC before they can enter
anything. This is the best way?