Isle of Hydra (as it is called in the comic description, probably the Isle of Milos) is a location Lara visits in the Issue 24 of the Comics.
In Comic Issue 24, Lara wanted to have a nice time with her new found love Tsang Do Khyi at the Isle of Hydra. When they left the boat for a swim, Lord Vymes' men attack.
There is a legend about the cliffs. When Poseidon was angry, he struck the mountains with his trident and the pieces that fell down, built the cliffs.
Lara tells him that the Venus de Milo was found at the Isle of Hydra.