The town of Māhissatī is mentioned twice in the canon. It was in Avanti, and is sometimes said to have been the southern capital of Avanti.
In DN 19:36.5 it is listed along with other cities as having been brought under the authority of the stewards of King Renu. This sutta, BTW, is really interesting from the point of view of the evolution of political authority in India.
In Snp 5.1:36.2 it is one of the stops on the southern road taken by Bavari’s students.
A couple of details to note. Firstly, the spelling. Since it’s so rarely attested in Pali, the contexts do not make it clear what the grammatical case is. It’s spelled both Māhissati (which could be feminine or masculine) and Māhissatī. It’s pretty common for place names to be feminine with a long ī ending, so I assume that is probably correct. Also, there is a variant spelling Mahesaya in DN 19; again the gender is not clear as it is accusative.
Slightly more interesting is the reading at Snp 5.1:36.2 where, unusually, we have two quite different senses both in text and commentary.
The text in the Mahasangiti edition reads:
Here puri is an abbreviated form of purima “former, earlier”. There are various reading here, either spelling out purima or else pura, which could mean either “before” or “citadel”.
The reading “former” is accepted by Bodhi, and supported by the Sinhalese reading in the commentary:
māhissatināmikaṃ purimanagaran ti vuttaṃ hoti
The former Māhissatī: What is meant is: “the former city named Māhissatī.”
Now, the Burmese VRI edition of the commentary has a different reading:
Puramāhissatinti māhissatināmikaṃ puraṃ, nagaranti vuttaṃ hoti
“The citadel of Māhissatī” means: Māhissatī is the name of the citadel; “city” is said.
(Not sure of this translation, I think the punctuation in the text is off? But it doesn’t change the meaning.)
So the text could mean “former” or “citadel”, and different editions of the commentary confirm one or the other meaning. This is unusual! Normally the commentary aims to settled the meaning, or at least give options.
Okay, so which is correct?
The wording of the comment on “former” clearly implies that the city no longer exists. It doesn’t say “the city formerly named Māhissatī”, but “the former city of Māhissatī”.
But there is no evidence that the city disappeared at such an early time. Indeed, inscriptions seem to say that it still existed in the 13th century.
So it’s unlikely that a relatively early text such as the Parayanavagga would describe it as “former”, and hence the we should accept the Burmese commentary’s reading.
A brief note on pura as “citadel” or “city”. The original sense is “surround”, and indicates a walled or protected place, originally a defensible outpost: “fort”. It’s cognate with modern words like “burg”, “borough”, [Singa]-“pore”, etc. A place such as that would have originated as a small outpost for extending trade and authority, then developed into a “city”. Sometimes the name pura was retained (eg. Dantapura).
Nagara in the suttas is used in a similar way. While it is normally taken in the sense of “city”, context shows that it often has the sense of “citadel” i.e. walled military base or fort. Thus when Ajatasattu wanted defense against the Vajjis, he built a nagara at Pataliputta, while frontier outposts are commonly nagara, and their defenses are described in detail. A nagara has such tight walls that a guard can see a cat sneaking in; not easy if it were a “city”!