pool selection not working

Looking at your logic it appears that that you have the same 2 conditions that match, but only the first will be executed while the second will be ignored For example if someone enters http://www.mydomain.be/ then they will be redirected and and sent to pool mydomain_eu_pool. You need to group them together

  
 .  
 .  
 .  
 when HTTP_REQUEST {  
 if {[HTTP::host] == "www.mydomain.be" and [HTTP::uri] equals "/"} {  
 HTTP::respond 301 Location "http://www.mydomain.eu/be/zz/index.jsp"  
 pool mydomain_be_pool  
 }  
 elseif {[HTTP::host] == "www.mydomain.nl"} {  
 HTTP::respond 301 Location "http://www.mydomain.eu/nl/zz/index.jsp"  
 }   
 .  
 .  
 .  
 

I also took the liberty of rewriting your entire iRule. This should make things look easier to read. However, since I am not exactly sure what behaviour you wanted I making a lot of assumptions

  
 when HTTP_REQUEST { 
  if [HTTP::uri] eq "/" } { 
  switch -glob [HTTP::host] { 
  "www.mydomain.be" { 
  HTTP::redirect "http://www.mydomain.eu/be/zz/index.jsp" 
  pool mydomain_be_pool 
  } 
  "www.mydomain.nl" { 
  HTTP::redirect "http://www.mydomain.eu/nl/zz/index.jsp" 
  } 
  "www.mydomain.fr" - 
  "mydomain.fr" { 
  HTTP::redirect "http://www.mydomain.eu/fr/zz/index.jsp" 
  } 
  "www.mydomain.lu" { 
  HTTP::redirect "http://www.mydomain.eu/lu/zz" 
  } 
  "www.mydomain.eu" { 
  HTTP::redirect "http://www.mydomain.eu/zz/index.html" 
  } 
  default { 
  pool mydomain_eu_pool 
  } 
  } 
 } 
 } 
 

Switch commands tend to be easier then writing multiple IF-ELSEIF statements and they tend to execute faster. I also changed from using HTTP::respond 301 to HTTP::redirects

I hope this helps

CB