It appears that WordPress cuts off the final / before it starts matching the URL. So make it optional in the regex and it should work:
members/.+?/(.+)/?$
If the city and company parts will not contain slashes it could be even more clear to use [^/]+ to match them (“everything up to a slash”). Then your regex would become:
members/[^/]+/([^/]+)/?$
I created a plugin to analyze your rewrite rules, it is really easy to play with and debug your rules. Although you made me discover an error in it: it did not remove the final slash, so your first regex matched in my analyzer but not in the “real” WordPress. I’ll update it soon!