Disclaimer: I don't live in the EU. Verify anything yourself.
1) The Pixel's cell antenna is decent/okay. Grapheneos has said switching OEM's with a qualcomm chip will improve the antenna.
Some instances, I will get 1-2 bars on a pixel 6 while a premium-samsung-phone owner gets 4 out of 5 bars.
I doubt there would be cell-carrier locking in the EU, but unlocked phones give you more options. I'd imagine any phone purchased in the EU works in the EU. You can look up the specific radio bands provided via google and your carrier if you'd like.
2)
This seems to be a 3rd party verifying banking apps working with grapheneos. They list these as working:
My Fibank
UniCredit mBanking
source to look up more:
https://privsec.dev/posts/android/banking-applications-compatibility-with-grapheneos/
3) I don't know where to purchase it. Try paying in person in Euros to limit a digital trail.
The person suggesting Amazon.de could be suggesting the first thing that comes to mind or convenient. If you don't like it, don't use it. Do what you feel comfortable with. I think the EU handles warranties through the seller, so pick a reputable one.
4) In the EU, you can flash different firmware or OS and the warranty is fine. The manufacturer would have to prove you doing caused whatever particular damage you have complaint about. (e.g. if your touch screen doesn't work, they'd have to prove changing OSes once or more bricked your touch screen. Which is doubtful even if they were aware of the device being flashed.)
Double check that the warranty is 2 years I believe. If you're concerned about it, do a secure erase then put it back to stock if you need to return the device.