JVZoo, Gumroad, Clickbank, Udemy, Amazon/CreateSpace & doubtless quite a few others handle this on your behalf. Some do it better than others – it’s easy enough to fool Clickbank by claiming to be in the USA and putting in a valid zip code to prove it. Gumroad is more likely to enforce things properly.
Warrior+ don’t (as far as I remember)
I rarely get EU customers from outside the UK so at the moment am pretending it’s not something I should worry about, even though I should. But then so should all the other vendors who use Warrior+ (etc.) as strictly speaking the rules apply to anyone selling into the EC.
I will probably be looking at Gumroad for my subscription site so that I’m more covered.