I think that option does exist, showing only items located in country, eu or world

The option I see says Europe, which would include European countries that are not part of the EU (e.g. UK), so customs clearance would still be needed. It helps, but it's not granular enough for this particular case.

eBay.de now got that. They took a while (e.g. temporarily the adjusted it to "EU & UK", instead of taking UK out of the filter), but now it has a filter for European Union. But the various country-variants of eBay are somewhat separate, so in other countries you might see different UI.

I don't have this option. I have to select all EU countries if I want to filter. Helps with my geography knowledge, though.

I wish Ebay had the same interface as https://reverb.com/ , which is nice, but is for music-instruments only and the prices are a bit too high.

The best filtering system I know of is https://www.prisjakt.nu/ (only in Swedish though)