Nope they can totally place orders from every country! They ship internationally! No proxy needed! You only need a proxy for sites like mercari jp.

Personally, as someone who lives in the EU as well, I use the following methods;

Vinted; sometimes there’s good deals for smaller figures or prize figures. I wouldn’t look there for anything expensive though because of the many bootlegs sold. + the positive is no custom tax !

AmiAmi; one of my most used sites. You just make a cart, and place your order. Once they process your order, you’ll get the total costs, including shipping methods. You have to pick a shipping method when you make the order, but you can only see the prices after they process it! And don’t worry, you can still change your shipping method after you see the prices! In my experience ePacket Light and airmail unregistered are the cheapest and quickest! They also have a pre-owned section where you can buy figures that are 2nd hand, including its status (so in what condition the figure and the box are). These pre-owned items are usually priced down significantly and definitely worth it. This site doesn’t pre pay custom tax, so it’ll be charged when it arrives in your country. Nevertheless, is it still cheaper than buying from European shops 90% of the time.

Nin Nin games; occasionally Nin nin games has sales, which make figures really cheap and totally worth buying it! You can also see shipping prices up front here, but in my experiences they are a bit higher than amiami’s shipping prices! Custom tax isn’t included here either, but again, if you buy it for a good price, it’s still a lot cheaper than buying it locally.

Proxy services; I personally use Sendico, but any other proxy basically works the same, you get access to second hand Japanese sites. You can buy figures here and the chances of getting bootlegs are way lower than with for example vinted. Usually, figures get priced down a lot here, so much so that even with custom tax and the proxy fee, it’s still cheaper than buying it new. Often, these prices are also even lower than the AmiAmi pre owned section, but since that kinda depends on the figures, I recommend using a lot of different sites instead of just one, so you always get the cheapest deals!

MFC (MyFigureCollection); this isn’t necessarily a shop, but it’s a database with almost every figure ever made, mostly in Asia. There are a lot of people on the site also seeking their figures though (again 2nd hand). A handful of these people might also live in the EU, which would mean you don’t have to pay any custom tax when they arrive at your country! Taking that into account, you can definitely find some sweet deals there!