Thank you all for your answers. I'm not really worried about KYC, more so if i.e. Coinbase would accept my explainations. My bank will most likely go nuts when a few hundred thousand euros arrive from a foreign bank, but rather than having to fight 2 battles, I'd prefer to just fight one.
i was about to say coinbase isn't known for demanding KYC questionnaires---certainly not like some exchanges (cough, cough, *bitstamp*)....
but then i remembered a new trend began emerging last month:
https://bitcointalk.org/index.php?topic=5291636.0and that is specific to EU residents, which seems relevant for you since you mentioned you'll be receiving euros. the questionnaire sounds less invasive than others i've seen, but unfortunately they're paying more attention now. EU regulators are clamping down pretty hard.
I'll keep looking into the P2P options as well, but that might be more difficult to explain to authorities, due to the amount of money and extremely strict AML laws.
at these amounts, p2p is a terrible idea IMO.
use an OTC desk. they'll vet you before your coins are deposited, they'll walk you through the whole process, and frankly you'll get a better average price.
i hear good things about kraken:
https://www.kraken.com/en-us/features/otc-exchange