Trafalgar. Cape Trafalgar, on the south-west coast of Spain. At Trafalgar in 1805 Nelson defeated the combined fleets of France and Spain.
4. dimmest north-east distance. After the vessel passed Trafalgar and turned to enter the straits, the rock of Gibraltar was seen dimly to the north-east. Consult a good map or atlas.
dawned. Appeared dimly on the horizon.
Gibraltar. The fortress of Gibraltar came into the hands of the English in 1704. It was, later in the century, successfully defended against a number of attacks.
5. Here and here. In the battles he has mentioned.
say. The subject of say is the noun clause following.
5-6. Anyone who turns as I do to praise God for England’s victories and to pray for her continued greatness, cannot but ask himself the question, “How can I help England in return for what she has done for me?”
7. Jove’s planet. The planet Jupiter. Perhaps the sight of “Jove’s planet” suggests to the poet England’s continued strength and glory.
over Africa. To the south-east. Possibly the vessel has not yet passed Gibraltar which he had only seen dimly in the distance as night came on.