I've made the same exact quiz and then f.ex. Slovakia and Hungary had not been a part of HRE, neither was modern Vatican (even though northern parts of Papal States might've been?) if I remember correctly. And Serbia was also under Ottoman rule even thought the Habsburgs tried to capture it badly. maybe times and borders have changed since?
The Countries you mention were all part of the Carolingian Empire (it is stated in the instructions that those count too). Moreover, the Papal States were part of HRE until the Treaty of Venice (1177).
The "Holy Roman Empire" is a very well defined entity, founded in 962. There is no point to mess up the HRE with the Caroligian Empire etc. Spain, Andorra and Serbia have never been part of the HRE. Same holds most probably for Slovakia (it is hard to check the old maps for some squaremeters of Slovak land...). The Hungarian land around Sopron has been indeed part of the HRE. The Vatican/Rome is under debate.
Actually, "Holy Roman Empire" is a term coined in the 13th Century to refer to that "present" Empire. Before that it was only known as "the Empire", in continuity with the Roman Empire (Charlemagne was even recognized as Emperor in a letter by the East Roman Emperor Michael I in 812!). The distinction between Carolingian Empire and HRE is something some historians came up with in recent times, but not all of them agree. Since it's not a well-defined entity, I specified in the instructions what I meant.