Yeah, I stand corrected. I just loaded one of my games from early in the campaign (when I still had some large towns within the Parthian Reform area), and you should be able to build the reform government in large towns. In that case, I don't know what the problem can possibly be.

On the question of the large nomad market, you don't need one if the city already has the Greek equivlent (agora, I believe), in order to build the reofrm government. But I don't know why, however, you can't build the reform government in Hektamopylos. Perhaps you got the building order a little off?