"It is worth explaining that EPO has been granted sovereignty status by the European Comission, hence no local laws apply"
This is the norm for international public organisations of this type. Typically, the Director General will have full diplomatic immunity, other staff members enjoy some immunities (notably, from local tax/fiscal law) and even contractors may have certain immunities when working at/for one of these organisations. Staff members and their family members are given special identity cards (Sonderausweiss in Germany) which can be shown to police, immigration or customs officials and the like.
Premises will normally have a status like that of a foreign embassy i.e. inaccessible to local national authorities, police, etc. without permission from the ruling council or DG and each organisation will have their own legal system. Of course, this means that staff and contractors are subject to the law of the institution, whilst on the premises. However, as the institutions need to be able to sue their contractors after they have left, their contracts are typically under local national law, unlike those of staff members.