Are miniature blocks (like Wise Hawk or lno) legal to buy online in Europe (Hungary)?
AFAIK you did not commit any crimes, as buying conterfeit products is not considered a crime - even if your wares were counterfeit, but they are probably not, since the basic brick design is not patented anymore and these blocks are decidedly made different and incompatible.

Can you post the original message you received from the Hungarian customs agency? I happen to know Hungarian, and others might too. Maybe they are misinterpreting something. 

Anyways, I'd answer the customs agency by telling them about the intentional design differences, the expired patent of the studs-and-tubes brick design and attaching the answer you have received from your Alibaba seller. The surefire way would be to acquire the assistance of a local lawyer, but cost-wise that would probably not be worth it.