I have no idea about changing DLC region but I guess it's not that simple.
For changing save game region, create a new save on the EU version, then browse to the savegame folder in your profile using FTP, find both regions and copy all files from your US save to the EU folder. Keep in mind that the game may delete the save data right after you loaded it (re-save after you load) or rename the save game folder to indicate it's broken before you even reach the load screen (try a different save?; the game will load with no audio in that case).
This is just from my JP->EU porting so it could be different for EU<>US. There could also be a "cleaner" solution but it works.