I just struggle to think of what animals are hugely important. Like sure you have the wild boar, but it's very unlikely we'll get another deer from Europe, bear, or a proper Eurasian wolf (and the latter two are animals I both want). The European bison, maybe, and a swan, but what else? Chamois? Are Alpine marmot very common in zoos (I honestly don't know)? Then there are those like the wolverine and muskox, I guess. I just don't imagine many people are desperate for a squirrel or rabbit. The European wildcat would be a great addition, but assuming there are limited packs left, is it very likely?
Depends on what you want to build.
There are pretty much 3 different groups:
1. Everywhere: If you build a zoo in europe that has any kind of body of water it will attract ducks and grey herons, with often some more waterfowl joining them.
Relevant from this category is pretty much only the Mallard Duck and Mute Swan for the purpose of wild animals chilling in the zoo, sometimes even with signage, which are simply glued to european parks with most zoos here also having a park like layout. Honorable mention to all kinds of goose.
2. Only wild park relevant: Wild Parks are a big part of the european zoo landscape as our local species focused zoos. They are plentifull and while not all the same there are 2 major missing species that are missing here, the Wild Boar and the Moufflon, which are found in the vast majority of them, if not borderline all. Otherwise many smaller critters can be found here, everything from martens, otters, wildcats, squirrels, etc with the only 3 non european species that are decently common being racoons, racoon dogs and nutrias as they take in caught wild ones to spare them from being killed.
3. Actually frequently found in big Zoos: While many zoos dont have europe sections, they do allmost allways have european filler animals in between or behind the scenes unless they are extremly themed. The most common are the big names, bear, wolf, wisent, lynx, otters, seals but some that are surprisingly common are the european wild cat with alot of zoos taking care in their rewilding program, red squirrels as most zoos has a rescue to take in orphaned red squirrels and storks, both white and black, aswell as many other european birds like eagle owls, bearded vultures and northern bald ibis.
For actual new areas that are build, most focus on one of 2 areas, the Wadden Sea, a unique biome to the coasts of northern europe which are generally represented with aviarys and seals, or some kind of mountain range, be it the alps, the caucasus or the Pyrenees, with many zoos planing on introducing chamois, alpine ibex, bearded vultures, golden eagles and alpine marmots to their collections.
Another animal currently being introduced rapidly is the european hamster, europes fastest declining mammal. Of the 15 zoos holding them their are 9 that aquired them in the last 3 years, with many more planning to breed them for extensive reintroduction programms.