Features

1. Advanced search addon will allow you to create filters on any custom fields you create.
2. You should not enter any lcoations (cities) unless you have a listing in those cities; you will only end upp with having empty pages.
Addint the location switcher in the menu allows visitors to browse by region, city or (country).
3. You would need a membership plugin for protecting certain pages (example S2Member).
4. Any custom post type can have a review system, and if you use GD to list particular things, then they can be reviewed.

You either navigate by location using the location switcher or you can search.
This explains the search:
https://wpgeodirectory.com/docs/core-design/#how
and https://wpgeodirectory.com/docs/core-general/#search

You can search for any city or region, and GD will return the listings according to your settings.
Here is an example of a search for hotels in New York (the search area is set to 40 miles):
http://wpgeo.directory/?geodir_search=1&stype=gd_hotel&s=+&snear=new+york&sgd_hotelcategory%5B%5D=&sgeo_lat=40.7127837&sgeo_lon=-74.00594130000002

A search never searches for cities, but only for listings. It will search for relevant listings NEAR the centre of the location you specified in the search.

If you navigate to a state, then all listings in that state will show, regardless of what city they are in:
http://wpgeo.directory/directory/united-states/illinois/

Once you are in that state, you can filter listings for a category, for example 1 star hotels:
http://wpgeo.directory/hotels/united-states/illinois/1-star/

You cannot make cities without listings show listings of other locations outside the city.
It just is not possible, because if one asks for listings in one city, most people do not expect to see listings in another city.

But you can use the search function and set the search radius very wide, then the search result might include neighboring listings NEAR the center of the search query.
https://wpgeodirectory.com/docs/core-design/#how

You can add any special feature requests at https://wpgeodirectory.com/requests/ or post a job at https://wpgeodirectory.com/support/forum/geodirectory-jobs/