I've experienced the same thing, some neighborhoods that are in Canada have 600,000+ population but I can't get search volumes for them. What I ended up doing was submitting my entire keyword list assuming there is search volume and once the keywords are live, the low volume keywords would show up as Low Search Volume under status and I'd then remove those keywords. While I'd prefer to get their actual search volumes, this also works as a way to filter what has search volumes and what doesn't.