Euro, and to a lesser extent the last Euro (in which they played almost all their games in London), so their deep runs in those tournaments are at least partially luck of the draw. I think most of them want to see England play well and beat a world power in one of these major tournaments before they believe in Southgate.
These are the teams they faced in the knockout rounds of the last 4 major tournaments:
2018 WC — beat Colombia (PKs), Sweden; lost to Croatia
2020 Euro — beat Germany (in London), Ukraine, Denmark; lost to Italy
2022 WC — beat Senegal; lost to France
2024 Euro — beat Slovakia, Switzerland (PKs); Netherlands TBD