"Close your eyes and think very deeply the answer is in your heart". 
Interesting clue. The heart part of it makes me think of romance and love. What's the most famous EU city that represents that? Paris.  And we also have a Paris in Texas. So the answer could be Paris, Texas. 

"Think very deeply" may insinuate that the answer needs reflection. So now what does "heart" represent? Are we talking geographically? Because the heart here would be Munich. But we don't have a Munich in Texas. 
The heart of Texas would be a town named Brady. (No relationship with EU) 
 The heart of EU would be Czech Republic. 
If you try to link Czech Republic with Texas it gives you a small town called Praha.

My heart tells me Paris, Texas. 
Anyways, guys please can we stop playing these games some of us obsess a little and it gives them anxiety. So either give us another clue or the answer. (Better be in TX) 

 Sorry but we love these conspiracy theories! We are addicted! Need more!!! 

 You are enjoying this! 
One more clue! One more clue! C'mon it's Christmas! 
Make it gooooood! I LOVE these games.