Energy-wise, the European alternative is more likely to be closer to sustainable. Also, the water stress may look different in some European countries. Scandinavia has been experimenting a lot with transferring heat from data centers to district heating systems. I don't think they would care much about that in US (you need district heating, first of all...).
Solidagent is a good in-between option, they run global state-of-art "open source" models on EU-located servers. Regardless how open they are, models like Deepseek are much more sustainable to walled gardens of Big Tech (not to mention that Deepseek actually used less resources to achieve similar performance).
And as others said, MistralAI also works well.