> Out of the five options available, only one is European (the one I am using). What I don't like is how I cannot add my own custom endpoint. What if I run Mistral locally (with Ollama, for example) and want to use that?

Set up your preferred self-hosted web interface (OpenWebUI or whatever, I haven't looked into this for a while), point it at ollama, and then configure it in Firefox:

browser.ml.chat.provider = http://localhost:3000/

At home I point this at Kagi Assistant, at work I point it to our internal GenAI platform's chat endpoint.