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The Hajnal line is in Red. The blue lines highlight other regions, as described in the caption of the image.

I was confused by the diagram as well. And it's only after reading your comment that I discovered there were lines of two different colors!

> The dark blue lines show areas of high nuptiality west of the Hajnal line

This is precisely the part that is incomprehensible.

The figure caption states that the red part is the Hajnal line. The red part has two sides.

In their effort of calling it a line they made it complicated to see. They should've just highlighted the zone or something.

But this image has less information. What about the boundary between south Italy and Greece, that are delimited by the blue line?

It doesn't exist. Southern Italy and Greece are both outside the Hajnal region.

And then why is this boundary drawn on the wikipedia article?