That’s a country by country question unfortunately.
From CEPT TR16/01 (alst amendments May 2016) www.erodocdb.dk/docs/doc98/official/pdf/TR6101.pdf
RECOMMENDATION OF MAY 2016 ON CEPT RADIO AMATEUR LICENCE (T/R 61-01)
“The European Conference of Postal and Telecommunications Administrations,
e) that in accordance with Article 25 of the ITU Radio Regulations (rev WRC-03), administrations shall determine whether or not a person seeking a licence to operate an amateur station shall demonstrate the ability to send and receive texts in Morse code signals;
f) that the ability to send and receive texts in Morse code signals is not required for the purpose of this Recommendation;
Although since 15 September 2003 Morse roficiency is NOT a requirement under TR 16/01 reference to table 1 shows some exceptions.
In the Table of CEPT countries (table 1) check the ones marked with a superscripted of 3,7 or 12 under the equivalent national licence conditions, where the Morse test is a requirement for operation in their country. I would say it is reasonable to expect that those countries would require the amateur using the CEPT arrangement in those countries would be required to have passed the morse test in their home country (difficult for those visiting from countries that no longer have the morse test and hard to check of course!).
The only country listed in Table 1 with the superscript 3 is : Belarus (aka White Russia).
Specifically for Estonia, superscript 7 - requires a morse code proficiency of 5 words per minute.
Superscript 12 requires the Morse code proficency for operation on the HF bands - this applies to Latvia, Moldova, Monaco, Turkey, Ukraine
Peru (superscript 19) is in between - it is not clear whether Morse is required still or not.
This is my reading of the document - PLEASE check yourself. The intention appears to be the removal of the requirement of any Morse code proficiency when operating under the CEPT agreement when you come from a country that no longer has this requirement since September 2003 however as you may need to communicate with local authorities, it may be good to have evidence of Morse proficiency (if you have it) with you when travelling to countries that still require this for their local licences.