I set the city to Escondido and then London but the widget show Los Angeles.  How do get the plugin to display my city?

Hi,
If "Use Geolocation Server" is set to "yes" in the module settings, the settings for "Location" will not be used.
Instead the ip-address of visitors will be used to solve weather location by a geolocation server.
So you will have to set "Use Geolocation Server"  to "No" to use your loaction settings.