As far as I am concerned Gao was not one of the Songhay Empire's major ones but I bet two answers should be acceptable in this question. I also think that you can include the third option from the scale represented above because <span>Algiers were quite far away on north so they couldn't be the part of the Songhay. </span>
<u>Gao</u> was definitely one of the major city because<em> it was the capital of Songhays Empire.</em> <u>Timbuktu</u> and <u>Jenne </u>were the major cities to the songhays because<em> they were cultural and commercial centers that were crucial to the empire. </em>