That would be south south west.
Wind direction is the direction from which the wind originates. A northern wind blows south, it originates in the north. See the related link for more information.
No Europe is northeast of South America.
London is in the south east of England. The 'south north' does not exist - it doesn't make sense.
Presumably it's in the southwest of somewhere. It's such a generic name, though, that there could well be dozens if not hundreds of them.