I'm quite new to the forum, but being a Latin-American living in Europe for the last few years I faced a similar situation a few times. The Euro exchange market seems not to be too liquid in LatAm, not all places will change them, and I have rarely seen a favorable rate in the places in Central and South America I have been. The USD-EUR rate in Europe is not the best either, but is at least fair in my standards given both currencies are stable, so a (somewhat) low-risk alternative would be getting access to USD (assuming you don't already) and taking those to Europe and change to EUR there as you need.
Hopefully some of the veterans in the forum can have better alternatives (surely they know some online tools or street places where Euros are competitively obtainable). If they do, the info will be beneficial for me as I have to go to Spain for a month in July/August and will face a similar situation.