The most that things will change in Europe, IMO, is that they're going to play a few rare tracks per night. But the average setlist is going to be the same one. Maybe they'll take Memory or Amen and put Always, or take down a new song for a classic song, maybe bye bye to Whole Lot of Leavin' but not more than that.
Yes, last tour's setlist was great in Europe, but was basically the average 21 setlist of America + rare songs, raising the total number to 25-27 (there were some exceptions like Lisbon where they shaked up things a lot, but that wasn't in every show).
And yes, Lost Highway as an opener for Europe with that scenario seems logic. Or they might stick to YGLABN.