Agree with all said here, but a small caveat with PhDs in the UK – from my understanding, admissions can be very difficult for those not living in the UK (purposefully biased towards UK citizens). However, getting into a one year Master's program in the UK or Netherlands seems pretty feasible, and might get you a taste of what getting a PhD is like without too much commitment.
I'm not so sure. A Masters program is often affiliated with the PhD program (both being part of the graduate school) in many STEM fields, and you do substantial research as part of the degree (unless you go for a course-based MEng).
Masters degrees in Europe tend to be affiliated with the Bachelors program - and they're often administered by the same people - as part of the Bologna system, and it's heavily course-based even while there might be some projects in it.
In the UK at least, MA/MS degrees are largely autonomous from either PhD or BA programs. They indeed are predominantly coursework-based alongside a research component, but typically offer a part-time option that is entirely manageable alongside full-time work. It’s a very competitive market and quality varies wildly, but it’s often possible to do an MA there in a discipline you may not have studied as an undergraduate — I’ve known several people who, over their working life, picked up numerous post-graduate degrees in multiple disciplines (even for an international student, we’re talking about 5-6k per year part-time).
