It depends how much EU do you need. ZeroSSL is through HID Global, part of Assa Abloy, a Swedish public company. HID, however, is American according to Wikipedia. Caddy uses ZeroSSL by default.

If you want only single host certificates, Actalis is Italian and issues free ones as well: https://github.com/acmesh-official/acme.sh/wiki/Actalis.com-...