Sounds to me like "immigration in Lisbon or in Paris or in both cities or in neither city" is a trick question, because (on top of immigration in Lisbon as the

Sounds to me like "immigration in Lisbon or in Paris or in both cities or in neither city" is a trick question, because (on top of immigration in Lisbon as the Schengen entry point) surely the traveller also needs to clear immigration in Sao Paulo (as the Brazil / Mercosur exit point)?