Buy European

So the problem you'll face is that the vast majority of the world's microelectronics comes from East Asia, so even European manufactured boards will often involve non-european parts.

I initially didn't think you'd have much luck at all but I had forgotten that ST Microelectronics existed, and they make ARM chips that get used in some SBCs. I'm not sure what they're like performance wise, but it looks like it might fit what you're looking for.

A quick Google tells me there's a company in Bulgaria called Olimex that apparently makes Pi-like SBC devices using ST Microelectronics chips, but this is the first I've heard of them so I can't go as far as recommending it.