Paraguay
yes
He can turn his name into anything he wants to. That includes European Country.
Georgia is a European country and a state in the US that share the same name.
There is nothing like "a European citizen", you are the citizen of the country you live in, for exapmle Greece, France, Italy or Sweden. Each country has its own legislation in this issue, but in most of them there are no obstructions in marrying a non-citizen.
Hungary
Siberian
Luxembourg.
Norway.
france
Romania
Italy