Question: The English navigator and cartographer, who was the leader of the first circumnavigation of Australia and identified it as a continent, named an island in 1802 in which gulf?

Context paragraphs:
Murujuga: Murujuga, usually known as the Burrup Peninsula, is an island in the Dampier Archipelago, in the Pilbara region of Western Australia, containing the town of Dampier.  Originally named Dampier Island after the English navigator William Dampier, it lies 3 km off the Pilbara coast.  In 1963 the island became an artificial peninsula when it was connected to the mainland by a causeway for a road and railway.  In 1979 Dampier Peninsular was renamed Burrup Peninsular after Mt Burrup, the highest peak on the island, which had been named after Henry Burrup, a Union Bank clerk murdered in 1885 at Roebourne.

Fabian Gottlieb von Bellingshausen: Fabian Gottlieb Thaddeus von Bellingshausen (20 September [O.S. 9 September] 1778 – 25 January [O.S. 13 January] 1852 ; Russian: Фаддей Фаддеевич Беллинсгаузен , Faddey Faddeyevich Bellinsgauzen), a Russian officer of Baltic German descent in the Imperial Russian Navy, cartographer and explorer, ultimately rose to the rank of Admiral.  He participated in the first Russian circumnavigation of the globe and subsequently became a leader of another circumnavigation expedition which discovered the continent of Antarctica.

Thomas Forrest (navigator): Thomas Forrest (c. 1729 – c. 1802) was an English navigator who worked for the British East India Company.

João Serrão: João Rodrigues Serrão, also known as Juan Serrano in the Spanish version, (Kingdom of Portugal - Cebu, 1521) was a 16th-century Portuguese navigator who sailed with Ferdinand Magellan during the first circumnavigation of the world (1519-1521).

Grantham Island: Grantham Island is an uninhabited island occupying 51 ha of Proper Bay, Spencer Gulf, South Australia.  The nearest geographical feature on the mainland is Murray Point, which is also undeveloped.  The island was named by explorer Matthew Flinders on February 25, 1802 after the municipal and parliamentary borough of Grantham, Lincolnshire, England.  It lies 3 km south of the Port Lincoln marina and is well vegetated.

Circumnavigation: Circumnavigation means to travel all the way around the entire planet, or an island, or continent.  This article is concerned with circumnavigation of the Earth.  The first known circumnavigation of Earth was the Magellan-Elcano expedition, which sailed from Seville, Spain, in 1519 and returned in 1522 after crossing the Atlantic, Pacific and Indian oceans.

Johannes van Walbeeck: Jan, Johan or Johannes van Walbeeck (1602, Amsterdam – after 1649) was a Dutch navigator and cartographer during a 1620s circumnavigation of the earth, an admiral of the Dutch West India Company, and the first governor of the Netherlands Antilles.

Matthew Flinders: Captain Matthew Flinders {'1': ", '2': ", '3': 'RN', '4': "} (16 March 1774 – 19 July 1814) was an English navigator and cartographer, who was the leader of the first circumnavigation of Australia and identified it as a continent.

James Cook: Captain James Cook (7 November 172814 February 1779) was a British explorer, navigator, cartographer, and captain in the Royal Navy.  Cook made detailed maps of Newfoundland prior to making three voyages to the Pacific Ocean, during which he achieved the first recorded European contact with the eastern coastline of Australia and the Hawaiian Islands, and the first recorded circumnavigation of New Zealand.

List of ships of James Cook: Captain James Cook, FRS, RN (7 November 1728[NB 1] – 14 February 1779) was a British explorer, navigator, cartographer, and captain in the Royal Navy.  Cook made detailed maps of Newfoundland prior to making three voyages to the Pacific Ocean, during which he achieved the first recorded European discovey of eastern Australia, Hawaii and undertook the first circumnavigation of New Zealand.

Supporting paragraphs: Grantham Island Matthew Flinders
Answer: Spencer Gulf