They should use Threema [1] which is based in Switzerland. Even though Switzerland is not in the EU it's not as bad as the US (from an EU standpoint) and since Switzerland is heavily dependent on the EU the likelihood of them spying on the EU is pretty small. Apart from that Threema publishes a transparency report [2] where they list all requests from governmental authorities.
[2]: https://threema.ch/en/transparencyreport
Edit: Formatting