Yes — EuropeanStack lists one European alternative to Affirm: Klarna. It has a verified European headquarters.
Klarna (Sweden) is the highest-rated European alternative to Affirm in our reviews, with an overall rating of 7.7/10.
The alternative listed on this page has a verified European headquarters. It is headquartered in the EU/EEA, where GDPR applies directly. It also offers EU data hosting.