Yes
Bodrum is located in Turkey!
No, in Anatolia.
It is not really known when the continent became known as Europe, all that we know is that the name comes from the Greek Mythological person Europa, a Phoenician woman who had an affair with Zeus.
It never goes that high. Spain is usually the hottest country and they never get past 30-35 degrees.
It is said that we got the name from Phoenician princess. Her name was Europa.