How does this work with ICANN being an American organisation controlling the . server?

ICANN can shut down all of a ccTLD or none of it; such a penalty is too large to ever use.

if you're going for a non com/net/org domain, I'm assuming you'd have to register it with a company that's not US based too, so no ordering .nl domains through Godaddy, cause that can still cause problems.

There's no reason to use GoDaddy - there are plenty of other registrars.

I never understood why GoDaddy has some form of monopolly in the US. Personally I use Domaindiscount24 (based in Germany) for my domains.