The only 'old skool' EU country I've seen any heavy .eu advertising in was Belgium. The others I've visted recently (UK, France, Germany and Spain) have all been pro-ccTLD.
From what I've read here on NP, the Eastern EU countries such as Slovakia are tending to favour .eu, as I can imagine many in the UK for an example not even being able to guess at what country code .sk is.
(The four LLL.eu I went after were all registered by Czechs.)
If I was in your situation, I'd grab the .eu and major ccTLDs (where there is a big population used to websites with the ccTLD) .de, .co.uk, .it and .es (and .fr if eligible) and have these pointing to subdomains on the main domain, either as uk.mydomain.eu, or uk.mydomain.com.
I think my solution is option 2-ish, so I''ve voted for that.
P.S.
.at is cheaper than that at EuroDNS by the way. They were doing €4pa registrations last year, but they've now gone up to €24 ($30-ish?)
Norway is not part of the EU, and .no is for residents only.