I'm sure Sony will figure a way out to stop that from happening. I doubt they will just sit back and watch europeans cheat them from 15 euros every game. Would be great though, because 45 euros is closer to what games should cost in my opinion.
Are you new to PSN or something? I live in Australia but at least 80% of my digital game purchase comes from the US mostly because I couldn't be arsed to wait for Australia store to update their content and sometimes it's cheaper to buy from US even after the currency change. Also, my PS+ is US-based, ditto with my main account.
I do buy boxed game locally though so I have to buy DLC for them from Australian account. The only exception for this is when I bought the disc from US as well like The Last of Us. Then I just buy the DLC from US store.
Anyway, for those of you who are new to PSN:
1. Yes, you can buy from different nationality shop. You just need to buy a relevant PSN card from some shop and apply the code to the shop. Although IIRC, US PSN now accepts Paypal so I think you can use that too now.
2. If you buy a main game from US store, then you need to buy DLC from US store. If you buy a main game from EU/AUS store, then you need to buy the DLC from EU/AUS store. Same with Japan. If I were you, I'd make at least 3 PSN accounts: US, EU/AUS, and JPN/Asia
3. In my experience, EU codes usually are interchangeable with AUS codes. I've had occasions where I bought the boxed game from UK (because they have Steelbook, etc) but I ended up buying the DLC from AUS store.'
4. Once you downloaded a game from whatever country account, you can actually play the game on your other accounts within the same machine. Except for Vita, because you need to have multiple cards to have multiple accounts.