First let me address the inability to execute code from assemblies, e.g., the error message
We have temporarily suspended the use of .NET assemblies from within U-SQL scripts. You will be able to use such assemblies again in a few days. All other U-SQL and Azure Data Lake features are available for your use.
We are doing some maintenance that requires us to turn off assembly support on non-EA accounts. The maintenance is being rolled out by region, so some regions may already have the maintenance completed. We hope that it completes the latest early this week (goal is to be done over the weekend).
I am not sure why there was no clearer communication been done. I will check.
As to the Western EU region: That is a preview region for testing some new capabilities. If you are interested in this, please contact me offline.
UPDATE Monday: The maintenance has been completed and all .NET assembly usage should be supported again on all accounts in all regions.