It is not clear to me exactly what you are describing, possibly since I am in the US and primarily use ebay.com, where EU searches are not an option.
If you are searching on an EU eBay site, using the "EU only" Item location filter, you should be seeing results described as being located in the EU by the seller. That means you may see items sold by US and Chinese sellers if the seller says the item is located in and ships from an EU country. The "Continental Europe" option should work similarly. I believe that UK items currently still appear in EU searches, despite Brexit (and numerous complaints by users).
If there are few or no results matching your search criteria, eBay will often provide additional results from other areas after the initial results:
If you do not want to see results from other areas, avoid selecting results shown after that message in your search.
You may want to post on the community pages of the particular eBay site you are using to search as you are far more likely to encounter others that have experienced the issue first hand and can offer more practical suggestions.
As this is a user forum, any changes you want made to how searches are actually executed would need to be addressed to eBay directly through other means.
