Question

where did the allied leaders believe they had to defeat the axis before they could invade southern europe?

Answer 1

I  believe the answer is: North africa

This plan by allied forces would later be known as the North african Campaign which took place in 10 June 1940 to 13 May 1943.
The North African campaign was being done with the purpose of cutting down Italian milltary aid for the Germans while they're being handled by the Soviet Union.