Live Translation saying languages need downloading despite languages already downloaded

You can use Live Translation in the EU. Depending on your languages and region settings, you do however have to have the currently required non-eu AppleID and Region set outside the EU e.g. UK.

You're still finding Live translation saying 'languages need downloading' despite you having already downloaded them. To get this working, and I did, i found i had to remove the additional languages in the General > Language & Region area in Settings and onlyhave the single IPhone language which you want. To force this to be correct you can do this by switching say to the US Region and then back to the United Kingdom region to be sure the region and language settings are correct, remember to remove additional languages from this section only.

In the Airpods Settings, make sure you download the UK Language in language download settings area, download the languages when your Region is set to the United Kingdom, not US or somewhere else for English. Using a VPN doesn't seem to make any difference, but download the language without the VPN on even if you are in Spain for example when you are setting this up. Just try the VPN on and off just in case if you're abroad when you are setting this up. The VPN should not need to be on though. Use the Apple Translate app selecting the Live button menuitem at the bottom and scroll down to see Start Conversation and make sure it says: Their Language: X Your Language: English as you want. With your noise cancelling headphones you should be good to go.