Nee, not Preveza.
So, where are we? I think I've given enough clues already, but here are the previous ones...
On the Mediterranean. (By that, I mean the lump of water that stretches from Lebanon to Gibraltar - I'm never quite sure where the sub-categories of the Med begin and end.)
In Europe.
Has a name in English that was originally given to it by Italians, or folks from a place that is now in Italy. The locals call it something else.
Has been governed by Italy, and/or some of the various bits that came together to form Italy in Garibaldi's time, on various occasions.