In the same boat, build-wise, as you. To answer your questions directly, although not the highest end, the Willow rims that are being spec’d on the Singular Albatross (32" Aluminium Bicycle Rim — willow bike) would probably be your best bet - they were the only ones I could find in my hunt! Bonus, they are EU manufactured for you.
More generally though, especially for a gravel bike, where the tire choice is essentially limited to the Maxxis Aspen ST 32x2.15” - the rest being, really, MTB tires - the TdG UAE issue isn’t that big of a deal. With an inner rim width of, like, 30mm max - a ~58mm tire is not gonna roll off the rim at any pressure. I wouldn’t be too concerned about hookless unless the tire options start narrowing down to ~38mm or something.
Yes, I think most carbon bike parts are made in Asia. While made in the EU would be ideal (thanks @Stefan_Hofmeister for the Willow Bike link), at least Duke is headquartered in Europe.