Earlier quoted context omitted.
Some European countries like Germany do, but the EU somehow can override those national constitutions.
It cannot. EU laws are completely useless and must be implemented by every government as a local law, which won't be more powerful than the constitution. The problem is that constitutional courts should then say the law was against the constitution and cancel it, but will that happen?
Germany has implemented EU sanctions against a German journalist, which deprive him and his family of the ability to conduct basically any economic activity in Germany or even to leave the country. He is not allowed to work. No one is allowed to pay him money. He has to petition the government every time he wants to access even a small amount of the money in his own bank account. The same restrictions apply to his close family members, because they are suspected of helping him survive financially. He is barred from crossing any border in Europe, including to leave.
He has not been accused or convicted of anything in court. The only procedure that was required to hand down an economic death sentence was for the EU Commission to put his name on a list.
The German government claims this is all okay, because the journalist can proactively challenge his sanction listing in Brussels. It's a years-long process that will require paying lawyers - using money he is not allowed to access.
Needless to say, this is all highly unconstitutional. But the German government simply doesn't care. They just say they're implementing EU sanctions.