Yes, tuition is free in most of those countries (not Denmark, though, AFAIK), but obviously that's not all there is to it, you also have (substantial) living costs to consider. However, your bigger problem is that in most countries, including the ones you've listed, the vast majority of degree courses (especially at undergrad level) are taught in the local language. I'm guessing you're not fluent in any of those - otherwise you probably would have mentioned it - hence you cannot study there.
I cant really gove you an answer,but what I can give you is a way to a solution, that is you have to find the anglde that you relate to or peaks your interest. A good paper is one that people get drawn into because it reaches them ln some way.As for me WW11 to me, I think of the holocaust and the effect it had on the survivors, their families and those who stood by and did nothing until it was too late.