The *ANY BELGIAN STATION* mention still appears on Brussels tickets, so you could use them to Liege (or Aachen Sud-Grenze potentially), but note that the only through services to Cologne are on ICE and Thalys trains. Both attract a supplement (possibly not for domestic routes) and the Thalys requires a reservation. You could, of course, get a domestic train to Liege-Guillemins and change there.

I find it odd that eurostar.com will sell you a Thalys connection on the Dutch route, but not the German one. http://www.raileurope.co.uk/ (which actually uses the SNCF booking engine) will sell you a through ticket to Koeln Hbf but... Only on the Thalys, not the ICE. This means that you're stuck on a full-fare routing (£179) when you could be far more flexible. As the return Brussels - Cologne is about EUR80, I suspect you're going to be better off buying two tickets. http://reiseauskunft.bahn.de/bin/query.exe/e will give you details and purchase options for that part of the journey. Note that you will need to use 'Brussel Zuid' and 'Koeln Hbf' to make the search easier!