For those who study in the humanities, have I made a mistake in doing my Master's abroad?
You may have made a mistake, but it isn't a fatal one. You need a path forward. 

First, your undergraduate professors can still have credence in writing recommendations, but you need to keep in contact with them so you aren't forgotten. They can probably give you advice now on your current situation. 

I assume that you are early in your European studies. Abandoning and starting over in a US doctoral program might be an option, though perhaps as last resort. 

The B) issue can, perhaps, help you with the A) issue. Professors might be a bit tired of lazy students and could possibly appreciate an approach from a student who wants to do more, both helping with the letters of recommendation issue and your C) problem. 

But, it won't work if you are passive. You need to take charge. If one of your current professors does something interesting, you could make an approach and offer to help in some way. This solves all the problems. But don't just "stick it out". Take charge.