Europe as European continent? that's very hard to say. if influenced by Egyptians, kreta would be the oldest, meaning Greece. Italy always had people living in, dunno what they were before Etruscans. It's very hard....
mytho-historical, means the history is confirmed mythology, right? because you have history in the megalithic. Even Portugal would beat that rank, it's considered the oldest settlement in Europe.
But for mythology, not faith as religion, you have Nordic countries, starting Germany way up. Germany and Ukraine are possible nominees to your country :p Anyway, as i said, it's too hard, please define.