southern Europe, Eastern Europe

I ain't no anglish teecher...but seems to me when one adds a modifier such as "southern" or "eastern" to a proper noun (place in this case), it then is appropriate to capitalize both words.

When words like northern, southern, eastern, and western precede a place name, they are not ordinarily capitalized, because they merely indicate general location within a region.

northern New Jersey, western Massachusetts, southern Europe, eastern Europe, western Canada

However, when these words are actually part of the place name, they must be capitalized.

Northern Ireland, Western Australia