When specifying the timezone setting, Nicosia, IIRC, is displayed as Asia/Nicosia, but it is actually in Europe.
Glibc is where this informatino comes from.
This is "fixed" since glibc-2.1.95-1, official tzcode2000g and tzdata2000g contain: # Classically, Cyprus belongs to Asia; e.g. see Herodotus, Histories, I.72. # However, for various reasons many users expect to find it under Europe. Link Asia/Nicosia Europe/Nicosia so you can find it both in Asia/Nicosia and Europe/Nicosia.