Though often mistaken to be the name of the largest island in the Epineio archipelago, Themyscira is the name of the city. The city is built over a number of the islands though most of the larger structures can be found on the main island of Adelfi including the palace of the Amazons.
The island itself is steeped in lore and myth and this is in part why it's remained hidden for so long. The great explorer Brother Andronicus was the official cartographer sent out on the first and only mission to map the Epineio. His ship the Diafthoria left with 32 crew mates, it returned 3 months later with only 15.
Excerpt from Brother Andronicus’ Official Voyage report to the department of discovery.
"To His Grace, Archbishops and to our father.
I have returned to the bays of man having traced the full coast of the unnamed isles you had commissioned me to. There is no error in my compass, no trick of the eye and no more simple way to present my findings. This is no island, it is a hand. A vast hand, half-curled in sleep, or supplication. The cartographer in me rejoices at the symmetry. The holyman in me weeps.
We debated its origin. I suggested a relic of creation, a joke of Providence. But the shape is too perfect. The soil is too still. I saw one of the novices tracing the coastline with his finger over the map, again and again, muttering that it "should not be." There are no demons here. Nothing to prove anything above our father but still, the men falter. They sleep poorly, eat less, dream strange. One leapt into the sea and swam until he sank. He would not be the last.”
It is for this reason that Brother Andronicus’ maps never became a part of the permanent record, too many questions arose from its shape and while no answers were ever found the Church preferred they had not been asked at all.