As a reminder, the countries included in the EU are:

Bulgaria, Cyprus, Denmark, Germany, Estonia, Finland, France (including Guadeloupe, French Guiana, Martinique, Monaco, Réunion, Saint-Barthélemy and the French part of Saint-Martin), Greece, Hungary, Ireland, Iceland, Italy, Croatia, Latvia, Liechtenstein, Lithuania, Luxembourg, Malta, Netherlands, Norway, Austria, Poland, Portugal, Romania, Slovenia, Slovakia, Spain, Czech Republic, Sweden, United Kingdom (including Gibraltar).

However, if you are traveling within the EU in an area bordering a country in another zone (e.g. you are driving in France near the Swiss border), select the In the EU at a third-country border option.