I'll say 1. Brazil 2. Confederados 3. Americana
I couldn't find reference to the late 16th century colony in Brazil that wasn't there when a ship returned with supplies, so I'm not at all sure about this.
The Roanoke Colony fits the late 16th century scenario, but I can't find reference to any colonies being established there during the Civil War. Since the question said that the ship was sent for supplies to Europe, which doesn't necessarily mean England, I decided to go with the Brazilian colony.
Edit - Guess I overthought this one.