Edit: Labor movements often called themselves unions though, but that was just a group of people getting together to protest and demand rights and has nothing to do with how modern unions works.
For example: "an organization of workers formed to protect the rights and interests of its members" - https://www.merriam-webster.com/dictionary/union
Honestly I think this is just continuing a very uninteresting semantics discussion - now we have to decide what "labor party" means. The point here is that you seem to have a different definition of "union" than the average person, which is fine, you should just be aware of that and watch out for misunderstandings when you're discussing with someone so you aren't talking past each other.
What you wrote in your edit is what a Union means in Europe, it's just formalized as an entity.
No there aren't. USA is not an example, every significant aspect of modern employment in the US has been shaped by unions.