From my observation both studying and working abroad in the Netherlands, France, Germany, Finland and Latvia, people almost always tend to cluster along ethnic or linguistic lines in another European country. This stays invariant even if the command of English is perfect. Pan-European national identity is very much non-existent, ethno-lingustic patriotism very much is alive.
Sample size of 1, but my primary connection is my state (SH) in Germany, then European. I feel less of a connection to my country.
There was a map some time ago about who had what connections on the regional, country, and EU level. Iirc EU was almost never number one, but got quite a few second places.