Awesome, I hope you enjoy it solo, and glad the sense of loss is coming through!

Just to help clarify, here's how the Locations work, and how they can be destroyed:

1. At the beginning of the game, player chooses a section of the map to be their home and draws 5 Locations (cities, important infrastructure, etc.). One of those was lost in the "pre-game story", so you cross one out, leaving only 4 to start the game with.
2. If you cannot kill the Front 1 Kaiju, it will destroy 2 more Locations after the battle at the end of Front 1. This may leave you with 2 Locations, or 3 if you choose to destroy your Upgrade instead of a Location. Then you move to Front 2.
3. The blockade doesn't count as a Location, it's just extra world building.  
4. There is one special rule (page 36) where if the Kaiju survives and escapes back to the rift, it can destroy 1 extra Location next Front. 
5. But in the worst case scenario, the earliest you can lose all your Locations is by the end of Front 2 (and then you can become a Ronin Pilot, see page 32!)

There are a couple videos on my website too, if those help.

Thanks again for playing, and just reach out if I can help clarify anything else!