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Faelco said:

If I want to play the games I bought in Europe in good conditions, even if I am willing to pay for in-game transactions, I have to buy every game again, or start everything from the beginning.

Looked into it and it doesn't seem changing your original accounts region is possible. However for the vast majority of games it shouldn't be a problem. Your EU games and EU DLC will work with your japanse PSN account. There's very few games that lock the DLC to the specific account, most DLC can be used by any account on your primary console. The Crew, Steep (and microtranscation currencies) are exceptions to this rule, as they tie DLC purchases to the PSN account and aren't shared with other users on your primary console.

Faelco said: 

My issue is not even about DLC but online currency. They let me buy it from the game on my JP account, but I can't use it, and I can't even get a refund. It's ridiculous, they shouldn't allow the purchase in that case.

Yeah, that is annoying. Most stuff will work except currency, for those games you'd have to own them on the Japanese account.