I don't think I have a great answer to this...
First, just to clarify, characters already created on Xbox EU Servers won't be able to be transferred over to Xbox NA Servers, unfortunately.
You are kinda put in a position of making your own choice, whether you want to choose to keep playing on Xbox EU with your existing characters, or decide to take the alternative option of starting a new character on one of the Xbox NA Servers.
It is entirely up to you on what you want to do personally, but I will mention that you might find that you have a better connection on Xbox NA than you do on Xbox EU.