I would be worried about the US militarily capturing Eindhoven if Europe dared to cut them off.

Unlikely, but also not needed. The major ruling parties in The Netherlands are always strongly pro-US. Even if the US would attack the International Criminal Court in The Hague and kidnap its judges, the VVD (the liberal party) and the PVV (extreme-right party) would find ways to defend it.

There is no way they would go as far as cutting the US off from ASML. At least not without a significant shift in Dutch politics.