Spanish province WSW of Bilbao

LEON

This historic region shares its name with a big cat and a medieval kingdom.

This clue points to León, a historic province in northwest Spain. It sits to the west-southwest (WSW) of Bilbao, which is in the Basque Country, making geography the key here. The name "León" also means "lion" in Spanish, but the clue relies purely on direction and location—no wordplay involved.