The Caucasus is one limit between Asia and Europe. According wikipedia Armenia, Georgia and Azerbaijan are all or partly in Transcaucasus (a part of the Caucasus) so they can be in the list.
I will modify the explanations in the instructions to delimite the caucasian border of Europe to the Greater Caucasus excluding the Lesser Caucasus so letting out Armenia.
The UK has NOT left the European Union, and there is still no absolute guarantee that will we (the government could pull out at any time, and hopefully will). Until the UK actually leaves, it should NOT be included on any of these quizzes.