Desktop cases, you have be quiet! 🇩🇪, Fractal Design 🇸🇪, and a few others too (not made in Europe as far as I understand)

Power supply, you have be quiet! and Fractal (again, not made in Europe I think)

Dunno about motherboard

Arctic 🇩🇪 produces thermal paste, as well as liquid coolers and fans, but not made in Eurppe. Noctua 🇦🇹 is higher quality for coolers, but don't think they make stuff in Europe either

Dunno about monitors, keyboards (build a custom one and support local suppliers maybe?), and mice.

Sennheiser 🇩🇪 makes awesome wired headphones, the HD 550 are pretty good value I think. They also produce lots of great microphones (the Profile is a USB one). Fairphone 🇳🇱 are the gold standard for wireless audio, replaceable battery and easily repairable parts! The Fairbuds 2 look awesome and the (second gen) Fairbuds XL are also very good. Rode is Aussie 🇦🇺 but they also produce good mics.

edit: EGG (End Game Gear) is based in Germany 🇩🇪 and they make esport-centric mice.