From the Agent docs (Ubuntu for example):
# Set the following parameters in /etc/datadog-agent/datadog.yaml:
logs_config:
logs_dd_url: "agent-intake.logs.datadoghq.eu:443"
For reference, https://app.datadoghq.eu/account/settings#agent should help guide you through some configuration questions.
Finally, it's worth noting that a new version of the Agent will be released shortly (likely this week) that actually addresses and simplifies much of this. Going forward, there will be one option to rule them all: dd_site
- but it's not released GA quite yet. :)
If you send data to datadoghq.eu, then it gets stored in the EU. As for your second question, that's outside of my depth. Ping @NBParis for more insight. :)