Pure mathematics graduate scholarships in Europe for international students with a bachelor degree only in engineering?
In the nordic countries the funding is provided by the PI, and the hard criteria are very relaxed. From a random PhD offer in one Swedish university:

Entry requirements
To meet the general entry requirements for
third-cycle studies, an applicant must have

taken a second-cycle qualification
completed course requirements for at least 240 higher education credits, including at least 60 second-cycle higher education credits,
or
otherwise acquired essentially the same knowledge in or outside Sweden.


(As Dave Clark points out, second cycle qualification is a masters degree.)
Other universities I have checked require the equivalent of four years of course work, with a project of at least 15 credits ECTS or equivalent. And I remember some just require three years (but good luck proving you are ready for a PhD with that!).
This is only the hard requirements imposed by the university. Then, you just need to show your future supervisor that you have the necessary knowledge, and convince him you are the best candidate.
The best thing? Application is free, you just need to spend a few hours composing good letters.