Have you forgot about the GHCQ and their "illegal" data exchange to overcome legal hurdles? And I wouldn't vouch for other friends of the USA who exchanges data >10% (the self-imposed german limit) en bulk. Denmark, Sweden and the Neitherlands would come to my mind. In almost every european country are huge US listening posts.

So even inside the EU there's not a safe harbor as you don't know the percentage and the filters in place, the secret interpretation of laws, and cooperation, infiltration and hacking into the main exchanges and cables.