Depends on how long you are staying. I would definitely check diplomatic sales with pickup at the factory

I know from fiends, volvo, bmw, mercedes etc all have this. You have to check with Luxemburg tax regs, but as i recall they are not strict. but the diplomatic sales section of your brand of choice will be competent and advice you as to regs and rules. Both for shipping the car home & specs on both sides of the Atlantic. I think i still have some info somewhere Speed