I imagine they would need to be near volcanically active regions, or are there sources of Sulphur far away from Volcanoes?
This question was answered in-depth in another recent post: https://www.reddit.com/r/AskHistorians/comments/qgbts1/how_true_is_the_common_argument_that_the/?utm_source=share&utm_medium=ios_app&utm_name=iossmf
Please read this. The basic answer is that you are correct. Sicily was a particularly abundant source.
u/Valkine