southern europe. But south can be used if you alter the sentence.

You can say either 'in southern Europe' or ' in the south of Europe'. You only put 'South' directly before the name of a place if it is part of the official name of the location. 'Southern Europe is general area, not an official place with borders, so you wouldn't usually say 'south Europe'. However, you do say South Africa (the country) and South America (the continent) because these are official geographical and political terms.

south Europe