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You would travel east.
The Straits of Gibraltar connect the Mediterranean Sea with the Atlantic Ocean.
Atlantic Ocean and Mediterranean Sea
In Gibraltar, which is a British territory on the Mediterranean, and connected to Spain. It forms the point where the Atlantic ocean and the Mediterranean connect.
The Atlantic Ocean and the Mediterranean Sea
The Straits of Gibraltar
Muslims don't worship the kabba but the kabba is the direction of prayer for Muslims after Jerusalem was the direction of prayer. first Jerusalem was the direction of prayer for Muslim then a verse in the quran ordered Muslims to switch their direction of prayer from Jerusalem to the kabba.
It is not enclosed, the Straits of Gibraltar connect the Mediterranean with the Atlantic
You would travel south from Jerusalem to Bethlehem.
Bethlehem is just slightly east of due south from Jerusalem.
To take the direction of Kaaba in Makkah (or Mecca) in Saudi Arabia.
That depends on where on Earth you are standing.