I also enjoyed it a lot, in very much the same sense as you did. Over these months, one really gets to "inhabit" Barsetshire and get to know the people. I'll wait for your initial comments to add my own.
Apparently (according to Wikipedia), Oporto is an English version of Porto, the way that Anglophones call Firenze Florence and München Munich. Why in the world the British decided to add an "O" to the beginning of a perfectly easy foreign name is beyond me.
I'm not sure that I have much else to say about TMHoDM, but I found it a charming, engaging, often humorous novel about a very serious subject. Tabucchi brings off this balancing act with rare grace.
I am now reading The Last Chronicle of Barset with much enjoyment. Do you remember when Hollywood used to make these huge epic motion pictures and cram them full of big stars in bit parts? That's how TLCoB feels to me, as old friends from all the previous novels make appearances--some as major characters, some as "bit" parts. I imagine that this novel would be rewarding for a reader who had not read the five previous novels, but it is tremendously fun if you have read them!
I also enjoyed it a lot, as I did Tabucchi's previous masterpiece, "Pereira Maintains", an endearing account of a loner's forced fight against dictatorship. Tabucchi is a rara avis, in that he was an Italian writer, writing in Italian books mainly about Portugal, his adopted home. It is hard to classify his books as "Italian" or "Portuguese" literature, but of course they belong to the Italian corpus, as having been written in that language.
As you say, this novel goes beyond any "thriller" or "detective" genre, to show in a microcosmos the plight of the defenseless (Romani, impoverished youths, second-rate journalists) against a corrupt system. But Tabucchi would never condescend to write a long, lacrimose complaint. Instead, he chooses to create a set of colorful, eccentric but believable characters who, haphazardly, join forces to discover the truth about a drug-trafficking racket. Although he leaves the ending open to a possible (but not very likely) future victory, in the end the forces of money, power and corruption triumph.
But, along the way, we are introduced to Firmino, Loton and Dona Rosa. The first we can identify with, because many among us can remember our intellectually ambitious youth, when we tried to tackle some obscure subject with the hope of achieving some academic, scientific or literary recognition, while performing a rather downtrodden job to make ends meet. It is good that Tabucchi chose a sensationalist, cheap journal, instead of a major newspaper, as the latter wouldn't be interested in an everyday murder which, nonetheless, hides a corrupt network within the police.
Dona Rosa may or may not be a spy, a police informant. She is lovely, anyway, and key to the unveiling of the plot. And Loton is a marvellous character, a Portuguese, decadently aristocratic Don Quixote who devotes his fortune, culture and time to defend the hopeless. That there would be more of those lawyers!
The other character, of course, is the city itself. I had the chance to visit Oporto (now called "Porto" for some reason) three years ago, and left with the wish t return and spend some more time. It is a beautiful city, slightly redolent of past glories but vibrant and young, with excellent food and incredible alleys, winding up and down around the margins of the Douro river. And you can drink excellent port, of course.