Learn Portuguese (Portugal): Nós vivíamos na cidade mais pobre do continente. - We used to live in the poorest city on the continent.

It is hiding inside the word na. The base phrase is a cidade mais pobre (the poorest city), but because we are saying "in the", the preposition em combines with the article a to make na. Portuguese doesn't need to repeat the "the" right in front of mais as long as the noun before it already has its definite article.

Why is it "do continente" instead of "no continente" for "on the continent"?

When forming a relative superlative (like the biggest, the poorest, the least expensive), Portuguese uses the preposition de to indicate the group or place you are comparing against. So instead of saying "the poorest on the continent", you literally say "the poorest of the continent" (de + o = do).

Why use "vivíamos" (imperfect past) instead of "vivemos" (simple past)?

The imperfect tense (vivíamos) is used for ongoing, habitual, or background states in the past. Here, it translates to "we used to live" or "we were living", showing that living there was a continuous state over a period of time rather than a single, quick, completed action.

Could I change the word order to "na mais pobre cidade"?

In everyday Portuguese, no. You should almost always place the noun before the adjective phrase. The standard word order is noun + mais + adjective, which gives us cidade mais pobre. Putting the adjectives before the noun sounds highly poetic and would be unnatural in normal conversation.