Family in different countries

You cannot as all members of the family must be in the same country/region as per -- Share App Store, iTunes Store, and Apple Books purchases with Family Sharing - Apple Support....

"Not all content and content types are available in all countries or regions. To share purchased content, all family members must use the same Apple ID country or region. Music, movies, TV shows, and books can be downloaded on up to 10 devices per account, five of which can be computers. Apps can be downloaded to any devices the family member owns or controls."

I don't know if there are any special rules for European countries but usually it is not possible to share iCloud storage with family members in other countries.