The correct phrasal verb to complete the sentence is:OPTION 2 "ask around"

The completed sentence would be: "Since you are new to the city, you need to ask around to be sure about the venue of the play."

Here's why:

• "Come across" suggests finding something unexpectedly, not actively seeking information.
• "Zero in on" implies narrowing down options after some prior knowledge or investigation, which wouldn't be the case for someone new to the city.
• "Think over" relates to pondering a decision, not to gathering information from others.
• "Ask around" perfectly captures the act of inquiring from various people to gain knowledge about the venue, which is ideal for someone unfamiliar with the city.