As mad as this sounds, this could become possible if Gibraltar wins its bid to be the 54th member of Uefa.
The Rock first applied for membership in 1999 but was opposed with intense opposition from Spain. They applied again in 2007 but only three countries supported the application and again it was opposed by Spain who threatened to withdraw all of its teams from Uefa competitions. We must remember that Spain believes that Gibraltar is part its country in spite of the fact that the 1713 Treaty of Utrecht says otherwise.
Of course, Gibraltar is not a sovereign state but that does not matter because the first application was made before the sovereign state rule was introduced.
You might suppose that the 6.8 sq km territory has little to offer in terms of football but you would be wrong. There are two divisions of 17 clubs playing there including their own Manchester United; Matt Busby gave the club permission to use the name in 1957.
What would happen if Gibraltar came up against Spain in the Europa or World cup competitions, would be support La Roca or La Roja?