So first you have to identify who the "loansharks" are, in order to know what they have access to and how low they're willing to stoop.
In the real world, the loanshark comes about due to usury laws. Basically the government has arbitrarily decreed that any interest rate over X is "unfair" and prohibited making loans under such terms.
Of course, as with any price ceiling, the result is shortages of the good or service in question. As a result, some people can only get a loan at a higher-than-allowed rate, and thus a black market ensues. This is where the stereotypical brutality comes from (well, that and the shark often being a bit on the dumb side with regard to good business...) Since making the loan was illegal, there's nobody to turn to for enforcement if the borrower refuses to pay it back. Violence becomes the only alternative.
So, how do you replicate this in a cyberpunk setting run by stereotypical, amoral big business that doesn't care about right or wrong, only about making a buck? They're not going to put arbitrary limits on interest rates. -- That doesn't make sense from a business point of view. It's just lost profit.
So the place left for a loanshark is the "criminal" underworld. The parts of society that the megacorps won't loan money to at any price because of conflicting interests. Presumably the borrowers have enough of a bounty on their head that they can't use the official banking system, but not enough to be worth the effort of hunting them down on the streets.
Now this is where it starts to tie into setting details that you haven't given us. You said there's not much official communication between cities, and the rural areas are "lawless". That latter is actually somewhat unlikely to happen. Humans are, for the most part, rather "lawful" creatures. It's part of our social instincts. So the rural areas are quite likely to have some level of law depending on their actual population. It just might seem lawless to cityfolk due to rules being different and/or the countryfolk being potentially hostile to the cities depending on what kind of relationship the megacorps have maintained with them. Mere lack of official security forces isn't sufficient to have the countryside devolve to mass banditry. If totally ignored like that the countryfolk will band together to protect their common interests and provide their own security (as has happened all over the world throughout history).
If you want a truly "lawless" rural area, more than merely ignoring it is required from the megacorps. They need to not only provide no security for established residents, but also suppress any attempt by those residents to provide their own security. Even this won't render the rural areas completely lawless, but if done aggressively and consistently it could easily reduce the countryside to a population of nomads who are aggressive toward all outsiders. (Note that this can make for an interesting side-plot depending on how you handle it.)
Now, this all is important because whatever the official relationship between cities, there's going to be profit to be made in moving goods between them. So if there are no official shipping channels for lower-class goods there's almost certainly going to be some kind of smuggling going on. Even the most aggressive between-city nomads are quickly going to realise that there's more profit to be had in the long-run from carrying goods back and forth than in trying to raid those shipments, so their hostility is unlikely to matter much unless it's full-on zealotry about killing everyone from the cities any way they can. (Again, interesting plot material.)
Smuggling, of course, is going to be one area of the criminal underworld where the loansharks are going to be plentiful. Lots of potential business ventures which obviously can't be funded via official channels. Which means that, even if there's no official lower-class communication between cities, the loansharks are going to have easy access to whatever unofficial channels there may be, and also be closely associated with the most likely means of traveling to another city for someone in the lower classes.
How formal all this is can vary as your setting demands. Potentially you have a full-on cabal running the "undercity" that is every bit as powerful, if not as overt, as the megacorps. Or it could be just a loose affiliation of gangs, or anywhere in between. The loansharks may well be part of a community of lower-class businessmen from which will spring the next generation of megacorps if they just play their cards right. Most cyberpunk stories don't cover enough timespan to get into that kind of thing. But basically what you've got with the typical big-corporation cyberpunk setting is futuristic feudalism. The big guys are currently on top, but they have no more guarantee of staying there than any of the kings or princes of history.
Regardless, if someone skips out on a loan by running to another city, the loanshark is going to pass off that person's description to whoever he can. Physical description, fingerprints, iris/retina scans, known aliases, known associates, whatever he's got. At the very least the loansharks in the various cities probably keep in touch with each other, so the borrower who skips out will have a hard time getting another loan if nothing else. Depending on your social structure it may also involve bringing the defaulter to the attention of the megacorp authorities. "Honor among thieves" ceases to apply as soon as you try to screw over another thief, so depending on the culture, the borrower who skips town could easily wind up with big chunks of "shady" history being shared with people who would take exception to it... "You want to know who broke into your lab two months ago? I may have a tip..."
And remember, the shark doesn't have to make sure nobody ever skips out on a loan. Running away just needs to be more expensive than paying it off for the majority of borrowers. And most of the time a loan of any significant size is going to have something put up for collateral. In which case the shark may not care particularly much. Just sell the collateral and move on to the next loan.
But, as with real life, if someone really wants to not pay back a loan to the point where they'll run away from everything and everyone they've ever known, there's not much for ways to stop it. Even in a heavily-connected world, the loanshark has to not only find the person, but expend resources on trying to get them to pay and, well, you can't get blood from a turnip. Defaults probably happen all the time -- that's why the rates are so high. The key, from a story perspective, is going to be to figure out why particular people don't want to go that route. Is the collateral too much to give up? Is the opportunity cost of being known as a welcher too high? Is there just not enough time? Are they well-known such that they can't really go elsewhere without being recognized?
In short, you just need to flesh out the rest of your setting, and the niche for the underworld loanshark will probably crop up somewhere. Just don't be surprised if it's a fairly small one, it's kind of a specialized trade. You're far more likely to have a big slew of pawn shops that will take goods of dubious provenance.
