Two sailors were reportedly swept overboard from a ship 22 km (14 miles) off the southern Swedish coast, and air-sea rescue services failed to find them.
A storm surge is due later on Thursday, coinciding with high tides in many areas.
Britain’s Environment Agency said tidal surges could bring significant coastal flooding, and the Thames Barrier was being closed to protect London.
British authorities said they had evacuated homes in Great Yarmouth, eastern England, adding that it could be the biggest storm surge for 60 years.
In the low-lying Netherlands, the Eastern Scheldt storm surge barrier has been closed off for the first time in six years. Dutch authorities said they had issued the highest possible flood warning for four areas in the north and north-west of the country.