What place is most recognized as the first European settlement in the continental U.S. in late 1526 but was short lived?

Founded in late 1526, San Miguel de Gualdape was the first European settlement in the continental U.S. by Spanish explorer Lucas Vázquez de Ayllón. This small settlement is present day Sapelo Island near Savannah, Georgia. The settlers lasted only through three months of winter before abandoning the site in early 1527 suffering from the scarcity of supplies, hunger, disease, and troubles with the local natives.

Present day Pensacola, Florida was the second settlement founded by Spanish explorer Tristán de Luna in 1559 and was also short lived.

The third European settlement was St. Augustine, Florida which is the oldest continuously inhabited city of the U.S., permanent since 1565. It was founded by Spanish admiral Pedro Menéndez de Avilés (first governor) who named it after Saint Agustín's feast day of August 28 when this land was first sighted.

In 1584, the first English settlement was founded by Sir Walter Raleigh under Queen Elizabeth I on what is today's Roanoke Island, Dare County, North Carolina. It did not survive, so a second attempt to settle there was made in 1587. The location was named the Colony of Virginia after first English child, Virginia Dare, born in the New World. Expedition leader John White returned to England for supplies in 1587, but was unable to return to the colony due to war with Spain. He did return in 1590 and found the colony mysteriously abandoned with no conclusive evidence to what happened to "The Lost Colony" and the settlers.