I want to withdraw in EUR but I only see USD as an option

Make sure you have set up a EUR account with MAKE. 

To do that, log in to your MAKE account, click Account, and select Add another account. Choose the currency you’d like to set up.
Now, when you go back to the Earnings & payouts section of Fanvue, you will see your new currency account. Click the currency you want to withdraw in.