I remember seeing that the conservation charity Rewilding Europe made several lists of charismatic 'fives' in the manner of the African Big Five that covered various groups of animal as well as one group each for plants and fungi. These are the listed animals, with their possible suitability for Planet Zoo included as well: those species with (x) are ones that would not be suitable for the game because of current limitations or ethical reasons and those with (e) could be exhibit animals:
Fabulous Five (Land): Wolf (already in-game), moose, Eurasian lynx, European bison, brown bear
Fabulous Five (Water): Basking shark (x), Atlantic sturgeon (x), fin whale (x), loggerhead sea turtle, Mediterranean monk seal
Flying Five: Bearded vulture (x), common crane, Dalmatian pelican, great bustard, golden eagle (x)
Forgotten Five: Wild horse, kulan, saiga antelope, Tauros cattle, Persian leopard
Funny Five: Barbary macaque, common chameleon (e), Eurasian otter, European souslik, olm (e)
Fine Five: Stag beetle (e), banded demoiselle (e), two-tailed pascha butterfly (e OR x), isabelline moth (e), iris mantis (e)
The full PDF is here:
I think there is some scope of using a few animals from this list. One species on this list I would particularly want to include in a hypothetical European pack is the Dalmatian pelican - Europe already has 50% of its global population and there are now plans afoot to reintroduce them to eastern England.
The inclusion of the leopard would depend on where you consider the border of Europe to be - some sources I have seen mention the area of western Russia where the current Persian leopard reintroduction is taking place being part of Europe and others part of Asia - certainly the reserves the leopards are being released in seem to mainly have European species with the red and Western roe deer, European bison, chamois, Eurasian lynx and European mink particularly having mostly European ranges.