There are approximately twenty supervolcanoes around the world, so I wouldn't worry to much. There is an almost supervulcano in Italy that is also much closer to where power is needed [0].
Remoteness is not that much of a problem though: (ultra) high-voltage direct-current ("(U)HVDC") power lines have losses in the order of 3% per 1000km (that's 620mi) which is very acceptable. China has power lines that move the power equivalent of several nuclear power plants over thousands of kilometers for example.
[0] https://en.wikipedia.org/wiki/Phlegraean_Fields
[1] https://en.wikipedia.org/wiki/High-voltage_direct_current