When this is about the westernmost capital city in Europe, one can speak about the mainland or in general, this is about different cities.
Reykjavik
What Is the Coldest Capital in Europe?
The term the coldest may imply the average temperature throughout the year or the lowest temperature in a particular winter month. In any case, the answer is below.
What Is the Most Northerly Capital in the World?
When you think about the most northerly capitals in the world, you probably have in mind Scandinavia, and you are right, the three northernmost capitals are there.