The name of the area where Alejandro and Felipe are running is Liberdade, a very important japanese community in Sao Paulo.
I think the martial art task they are doing is judo... well i'm not an expert about martial arts so if know something else please share it
Maybe they went to some kind of academia in that area... you can see the word "haiti" in the walls of they place where they are doing that task.
The balance task is in Praia da Barra in Salvador, so that one and the searching task at Igreja do Bomfim task are in that city.
You also can see the twins running in Salvador airport, so we'll see the white board to determinate the departure times at the Sao Paulo International Airport.
I don't know is there is an aquarium in Salvador but i know there is one in Sao Paulo, maybe the task with the sharks is in some kind of Aquarium
And maybe the surprise of Demi about the clue is bacause it has only one word?