If box 20 is empty on my W-2 , MO State Filing Copy, should I leave blank or make a guess?

Make a guess.  If there are  amounts in boxes 18 and 19, it would be rare for an employee not to know which city his employer is withholding income tax for. 

It usually doesn't matter, as it's only used for the federal state and local tax deduction, which automatically transfers if there ia an amount in box 19 (regardless of what's in box 20). 

Kansas City is the only MO city that TT can prepare a city return for.

On a W-2, Box 20 is the name of the locality that is assessing the tax.   If you have an amount in box 18 (Local wages & tips) or box 19 (Local income tax), then you need to enter the locality name in box 20.    Otherwise, you will get an error.   If it is for Kansas City, you can abbreviate it, KC.   

If you have no amounts in boxes 18 or 19, you can leave all three boxes blank.