SIM card and using phone for GPS/texting in Italy and Balkans

I don't know anything about that Sim card, but if you only want GPS guidance and a map, you DON'T need a country compatible Sim card. All you need is a (free) mapping program. I use Here WeGo, but maps.me will work as well. Download the countries you'll be visiting, in advance. When you get there, the GPS in your phone will show you where you are on your downloaded map and plan a route. This will work all over the world, even in the Southern Hemisphere.
If you need DATA, on the go, that's a different story and then you need a Sim.

If you get a SIM in one of the EU countries, it will offer free roaming to other EU countries. So an Italian SIM should work in Slovenia and Croatia but not the other countries.

As noted, you don't need a SIM to use your phone as a GPS - just download the maps into the map app (e.g. Google Maps) ahead of time. Google Maps for example offers most (not all) functionally "offline" - try it at home. Download the map for where you live into Google Maps (or whichever mapping app you prefer)), then put your phone in AIrplane Mode, then go for a drive, see how it works. It will work the same in Europe.

You could buy SIM cards in Montenegro, Albania, Serbia, and Macedonia one at a time...or try to get by just with WiFI in those countries. This is a case where T-Mobile or Google Fi phone service with international roaming would make things easier.