CE is just a matter of applying a sticker if you are inside the EU but from the outside you'll have to certify.
I don't think that is correct. The same rules apply to EU-based manufacturers and to importers:
Yes, but sane importers don't want to get burned so they will want paperwork from an accredited lab. Self supplied measurement data won't do so a manufacturer located outside the EU is basically forced to spend the money on having the tests done externally.
Third party testing of the final product is not required; if you have enough "shtick" you can produce your own test reports with calibrated equipment traceable to a local standard agency.
Also, RoHS and conflict mineral reports can be obtained from the parts suppliers.
You just need to be very cautious in covering absolutely ALL possible gaps in compliance: not only PCBs and parts but also cables, enclosure, paint, stickers, packaging, etc.