Easier to obtain permanent position in Europe after being faculty in US?
Are you actually deciding between particular positions in Europe and in the US?  It's not clear to me what you are actually suggesting doing in option 2. There's no question that you should be making personal connections in Europe, particularly whatever country you're hoping to move to, but unless you have a job offer there, you should just try to find a position where you can be successful and reasonably happy, whichever continent it's on. 

I think it is true that it's dangerous to take a position, thinking you'll move later.  A lot of people find it harder than they think; in a lot of cases this is more because they get settled and lose their motivation, rather than it actually being out of reach.  

As for how serious a possibility it will be to move later if you're starting a position in the US, I think this is the wrong forum to ask.  You should find a senior person you can somewhat trust in your target country and ask them (if you don't have such a person, try to cultivate them).  It's going to vary a lot depending on the country, the field, and unfortunately with time (just because it seems hard now, the situation might change later), so I don't think general facts will help you much.