I'll explain what I did.
First, I created some shipping methodes for the NL only and tested them with an NL address. Once I got all the dimensions, weight and all correct, I made a copy and changed Netherlands to Belgium and changed the price accordingly. That worked too. I was happy.
Then I realized that there might be some interest from Germany and Spain as well, but I didn't want to copy them to two more countries and found out about the Shipping zones. So I created a shipping zone called Europe Shipping and included Belgium, Spain, France, Germany and some others in that zone.
Then I changed the zone restrictions on the Shipment Methode to "Europe Shipping" and then this happened.
Sending to NL is ok:
Changed shipping addres to France (same happens for all Countries in zone):
Product setting (one T-Shirt). For NL if I buy 3 of them, it changes shipment.