Which part of your Shopify admin have you set your store currency as EUR? Is it within Settings > Store details > Store currency?
Can you also confirm for me if you’re using Shopify Markets on your store, and have Shopify Payments enabled? If that’s the case, it’s possible that you have multi currency enabled on your store, which allows visitors to checkout in their local currency. To check if this is the case, you can navigate to Settings > Markets, click the market that you’d like to check (such as your Primary market), then select Products and pricing. You’d be able to check the currency of a specific market from this page, and if it’s a market that contains more than one country, you should see the option to disable or enable local pricing, as seen below:
If the local pricing feature isn’t currently enabled on your store, but you’re still seeing discrepancies when testing your store’s currency on checkout, your next step here is to contact our live support team. Our live support team will be able to authenticate you against the correct store to securely access it from their end. From there, they’ll be able to investigate this matter in more detail together with you. You can contact our live support team via the Help Center here.