Desmond gets Daniel's message in the future, sets sail for Oxford

After the time skip when Daniel and Desmond were talking, we see Desmond awake in a panic on he and Penny's boat, which is not her original boat The Searcher. He tells Penny that he was on the island and she says it was only a dream and that he's been off the island for three years. Desmond says it wasn't a dream, it was a memory. He then rushes up from the cabin and prepares to set sail for Oxford.

It's unclear where exactly Desmond and Penny are before they set sail for Oxford. The coastline kind of looks European, but that's just a guess.

[UPDATE: I've added some enlarged photos of the coastline behind Desmond and Penny's boat.]