I was so busy thinking about whether Istanbul was European or not (I concluded that it was) that I totally forgot that it's not the capital... well played.
I'd hardly consider Bosnia and Herzegovina a sovereign nation. It has three presidents, two entities, one neutral district and a head-of-state who is a foreigner selected by the "international community".
Love how you avoided putting Edinburgh, Cardiff and Belfast in a quiz like this to avoid a comment like this and still got one. If only I didn’t do that when I tried to make a version of this a while ago (before I’d seen yours today)