Guess the place (the game)

St Kilda, Scotland

Chan eil. (Alas, no.)

That is a very similar looking place, but more isolated than where the image above is from.

Then it has to be...

Stroma, Caithness, Scotland!

Tha!! (Yes!!) It is abandoned Stroma

Next up...

Birrarung Marr, Melbourne, Australia

You nailed it!

Next we have…

it is in Canada

It is on the eastern Canadian mainland

Quebec

Not Quebec.

The place does have an actual name, too.

Newfoundland and Labrador

Labrador!! Care to find the place with a biblical name?

Moravian Mission at Hebron, Labrador, Canada

Bravo!!! It’s a large building for where it is.

Guess the place!

First clue:

It's on an island owned by a European country.

If I understand that correctly you would be referring to an island something like Sint Maarten is owned by the Netherlands, not an island like Zealand which is the largest island that is actually a component part of the country of Denmark. Inother words the island in question is remote from the actual country?

Correct.