Answer :

North Africa and Judea
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The correct answer to this open question is the following.

The Roman regions that were not in Europe were the Middle East territories such as Jerusalem, Jordan and the North Africa region.

The Roman Empire extended its territory through conquering many regions west Italy, east Italy -in the Middle East- and Africa.

In Asia, it conquered territories in Anatolia and the later Byzantium, modern-day Turkey. In Africa, Emperor Julius Caesar founded 19 colonies in the Northern part of the continent. Those territories once belonged to Carthage.