I am trying to cite the Gazeta de Gerona. no. 17-25, 1-29 March, 1793 in my bibliography. I understand that newspapers are typically cited within text for Chicago, but this is for an annotated bibliography. I tried finding the answer on CMS, but it was less than helpful.
For Gazetas, I'd probably use the magazine citation with Chicago Style: name of author (if there is one), title of the article, title of the Gazeta, volume number(s), and date of the specific publication(s). If there is not an author or a specific article that you are citing, just start with the title of the Gazeta in your bib, putting it alphabetically in with all the g's. Citing them as a newspaper would work as well, because you just add the publication location towards the end. But we already know where it is published, right? Gerona? So that formatting isn't really adding any new information. The most important thing for any citation is that the person reading the citation should be able to look at your details and then be able to go and find that primary source without any difficulty. It's all about transparency and accuracy.
Gazetas are curious because we tend to call them newspapers, but I think that they were really closer to modern magazines because of their extended prose on specific topics, sometimes spreading across multiple issues. If anyone gives you a hard time about your formatting, you can just explain that gazetas don't really fit well with Chicago style because they are not modern newspapers, nor modern magazines, nor modern journal articles. You could say that "I tried to present all the information that I had as accurately as I could so that others could find this resource easily."