Strategic bombers and fifth-generation multi-role aircraft are definitely missing. You could maybe convert A400Ms using a Rapid-Dragon style system into an adequate B-52/Tu-95/H-6N-like bomber, but it wouldn't be a modern penetration bomber like the B-1 and certainly not like the B-2 or B-21. The arguably best European fighter is the French 4.5+ gen Rafale. It's damn good but lacks the stealth of the F-22 and J-10, and the sensor fusion of the F-35.
Maybe also add heavy-lift helicopters, I don't think Europe produces anything in the class of the CH-53/CH-46 and definitely not the Mi-26, but a good-enough big heli is a much easier engineering problem compared to the other two aforementioned equipment categories.
I have yet to see a good analysis of the tradeoffs between big expensive weapons and many cheap drone weapons. It seems possible that very soon the big expensive weapons will be seen as too expensive and less capable. Ukraine is making millions of drones, maybe when the are making tens of millions they'll care less about conventional weapons. Seems like making lots of drones could help the EU scale up quickly without a lot of research and at lower cost.
I don't think there are any particular weapon types for which there is no qualified European alternative. Very many systems are however designed around some amount of American components. Even if there are locally produced, reasonably equivalent versions of those components, you can't just swap them out without major redesign work.
For example the license-manifactured jet engines used in the Saab 39 Gripen. If Trump/Musk pulls the plug on support for those, it will be an epic headache to rebuild around some other engine. Not quite designing a new plane from scratch, but very major rework.