I am sure somebody will come up with a more detailed reply, but I recall a WWW database of CAA airworthiness approval notes (AANs). These would be issued by the CAA if one was installing a U.S. STC'd part. It's somewhere at caa.co.uk.
There used to be a bilateral FAA-CAA treaty for mutual recognition of approvals and a lot of AANs were done under that, as a formality. When EASA took over certification, this treaty became effectively dead but the already issued AANs still hold. Now, no more AANs.
However, a LOT of parts were fitted to G-reg planes under the mistaken belief that the existence of a U.S. STC, plus that treaty, were enough. So, no AAN and the CAA was not told. So seeing something fitted doesn't mean the CAA ever knew about it. Just don't go to some finnicky outfit for your next Annual
AIUI, a CAA AAN means that the fitting is now approved anywhere within the EU.
Doing this for the rest of the EU, i.e. locating whether a particular item was approved by some other "European CAA" (prior to EASA), has been done by some very resourceful people and is very difficult because locating the various contacts is hard. There is no central database.
What EASA should do is collect all the pre-EASA approvals and compile them into one database, but
AFAIK this has not happened.
I hope I got the above right!