With OneSIM you could get a single card that would work in all of your listed countries, you just need to check the rates and supported networks in each to see if it's a good fit for you.

Otherwise, you can get a local sim in each country. Others can comment on a good single-sim option for both the Netherlands and Germany, but I would suspect there is something that will work in both for a reasonable price.

As for the Windows Phone, as long as it's SIM Unlocked and supports the bands necessary (likely) then you should be good to go.