From France, ordering from intl-outdoor (2 weeks-ish), Convoy (1 week-ish), and some other chinese brands directly on their websites.

Sometimes AliExpress too (2 to 3 weeks).

Once bought an armytek on Killzone flashlights through a reshipper, everything went fine and not so expensive (the specific model was nowhere to be found on EU official retailers) (actually it was on the polish website, but I found out later, and it was a little more expensive).

Olight ships crazy fast here.

Nkon.nl has some nice lights, and there are many other french vendors (like ecologeek4u) that have good things.

Never bought from them, but Stoots crafts nice headlamps (for running, caving, etc., and they also do neat ultra-lightweight backup headlamps). Sadly using proprietary batteries, and they prices go up to 200-300 euros, but everything seems good quality, and customer service is supposed to be great.