.eu domains may only be registered to a person or entity that exists within the EU. As soon as Brexit crystallised any British person or entity owning a .eu domain was unable to renew it unless they had an address they legally occupied within an EU country.
I know a few companies who rented a small amount of office space in France so that they could retain their .eu domain.
I guess you can get a .eu domain for ten years. So that could be an option to make sure you have enough time to shift to another domain should your country leave the EU too. Assuming, well, that the EU won't take it away from you before the expiry date just because you lost your EU residence.
Do you mean you can lose your domain if your country leaves the EU, or are you talking about other issues?