It depends on what countries you include in Europe. If you include all of Turkey or Azerbaijan, then you would consider Iran to be the large country that borders Europe to the south (southeast).
The Mediterranean Sea borders Europe on the South.
No country borders Italy to the south.
It depends on what country is being referred to. Mexico borders the United States on the south. The United States borders Canada to the south. China borders Mongolia on the south.
Tirana is the capital city of Albania, a country in southeastern Europe. Albania borders Greece to its south and Macedonia to its east.
There is no country named Ernem. There is a country named Yemen, and it's southern borders are the Arabian Sea and the Gulf of Aden. Somalia in Africa is across the Gulf to the south.
Australia
Spain borders France directly to the south. Madrid is the capital of Spain.
This depends on the country to the north. South of the US is Mexico. South of France is Spain. South of Turkey are Syria and Iraq. South of Denmark is Germany.
Trinidad is an island therefore no country in South America borders it.
Mediterranean Sea
The Atlantic ocean borders westren europe. To the north is the Arctic Ocean. The Mediterranean Sea is to the south of Europe.
Russia. Just European Russia alone borders 11 countries. The next highest is France which borders 8 countries on the continent of Europe, 2 on the continent of South America.