It's not super hard to do in Finland actually, especially if you engage a local to help you. If you want to, you can become an e-resident and run a business in Estonia completely online.
Estonian e-residency doesn’t magically make you a tax resident of there and absolve you of your tax obligations to your country of residence. Some countries still require you to pay local tax on any income from foreign companies as long as you’re considered a tax resident.
Yeah, there are definitely shortcomings to that approach. I was just trying to address the:
"I can assure you that it's a 100% closed game. If you are not from the EU, you can only work for a European... you won't get the legal permission to found a business in Europe unless you basically got a European to found it for you"