I vote for Gibraltar. I think the key here is the phrase "never went beyond the Streights." The only thing "beyond" the Straights of Florida is the Gulf of Mexico. Most of the West Indies would be south or east of Florida. But there's plenty "beyond" Gibraltar - Italy, Greece, etc. And I'd think Mrs. Croft would mention those countries by name if she'd been there - she mentions many more less significant places in her recitation.