Questions regarding silo structures for a website

I'd shorten that URL to domain.com/country/city unless you have a good reason to mention continent (North America, South America, etc...).

In SEO ranking terms what makes a silo is the linking not the URL structure. I'd avoid the /continent/country/ format you asked about, makes your URLs long for no gain.

For users (not SEO reasons) might make sense to use something like example.tld/country-title-of-article if the title includes the city or example.tld/country-city-title-of-article if the title doesn't include the city.

There's no major difference between example.tld/country-city-title-of-article and example.tld/country/city/title-of-article: whatever works best for your CMS or however you generate content.

I use WordPress on most of my sites and use the URL format:

example.tld/title-of-article

If a lot of country/city specific articles I'd use:

example.tld/country-title-of-article (with city in the title like example.tld/uk-things-to-do-in-london)

The siloing is simply via what links to what NOT URL structure per se.

For example I've been rebuilding my SEO consulting site (I 301 redirected seo-gold.com to another domain years ago, recently started using it again) and use the WordPress categories as SEO silos.

There's a category for PageSpeed relevant articles (only 9 so far) and those PageSpeed articles automatically link to the most recent articles in that category (via a widget on the menu).

Since the articles are about PageSpeed the anchor text of the links tend to include PageSpeed relevant phrases, so those links strengthen the niching via the internal links anchor text.

Go to another article in another category and it automatically links to other articles in the same category (same silo).

As the site grows I'll manually add links within the content to relevant internal webpages.

End result is the vast majority of links from any particular webpage tends to link to highly relevant content (in the same silo) rather than to random webpages (I try to avoid too many sitewide internal links).

I'm also using WordPress attachment pages (a webpage with a single image which WordPress automatically generates) for even deeper siloing. With each image I add to an article the main article links (via an image link) to a webpage with the image and a little snippet of relevant content and this page links back to the main article and other articles in the same silo. If I create an article with say 6 images it's adding 7 webpages to that silo.

It's working quite well as optimizing the image pages for long-tail keywords and as long as they aren't competitive they tend to do OK: the image pages only have one internal link to them, so don't have much SEO power.

Silo SEO is all about the links.

David