Etiquette when sharing a sleeping car room with stranger in Europe

There is not so much difference between shared compartments in trains, dorms in hostels, tents in locations where people are booked in together, shared cabins in ferries and whatever other shared sleeping places you find. The only difference can be that some shared sleeping places mix genders while others do not.

When you enter a shared sleeping place, whether in a ship, train, in a hostel or somewhere else, and it is not already night, you greet those already there and you discuss whether/when the lights can be turned off, (and curtain closed) when you want to sleep.

It is always the best to discuss ‘getting to sleep mode’ in a shared space. But sometimes you can not get through to the others, in that case do your thing and ignore them as much as you can, while not making noise and big lights.

If the others in the room/cabin do close the curtain and switch off the light without confirming with you that you are ready for it, you can protest and open the curtain or turn on the light if it is really early. If it is about a normal bedtime you can ask to keep the light on for a few more minutes so you can get ready for bed.
Turning on the light again may result in a nasty reaction but you are less rude than the person who has just imposed his time scale on you. Mention that is it just for a short time, by showing your watch (or wrist without watch) and your thumb and a finger close together if you do not have language in common.
Keep your preparations as short as possible and allow the (nasty word here) to rule the rest of the night.
Then you get into your bed and use your bedside light (or a torch/your phone/computer) for the rest you need doing.

If you can do those things in the bathroom or (in a train in the corridor) that will be the better option, but you have the right to use your little light as much as someone else has the right to try to sleep. If they can not sleep with the small source of light, it is up to them to make their sleeping area or eyes dark.

When coming into a shared sleeping space after a reasonable time to go to bed and someone (or more) people are already asleep, switch on the little light or your personal small light, try to keep it steady (not shine everywhere and forever changing the position of the light or stepping side to side in front of it) and keep the sound down as much as possible.

While I am a woman, I do not wear make-up, not do I use night cream and things like that, but I am pretty sure that you can do all those things in a bathroom. But if in a shared room/dorm/cabin it is nice of everybody to confirm that everybody is ready for light out before you switch the main lights off.

If a mixed gender group is using the same place to sleep, it is not uncommon for all of one gender to go for a walk/drink/chat outside while the other gender is getting changed or ready for bed. They can next turn their face to the wall (not look) or take a walk/chat outside for a short while so the other gender can get ready. (In some cases it may mean one person in the room at a time, especially if it is a small tent or a cramped cabin in a train.)

Be considerate.
The worst hostel night I had were when I shared a room with a (family) group who used the hostel room as a living room, TV on, full light on, ignored that I was getting ready for bed, getting in bed, and clearly trying to sleep. When I complained (no common language, in Japan,) they offered me some of their ice cream.
Only when I showed them my train reservation for very early next morning they moved out to a common area of the hostel.
In contrast, a dorm with 50+ people was the quietest I have ever been in, everybody always assumed that someone was already or still asleep and kept quiet, some snoring and some unavoidable noises but no talking at all.

I have shared a sleeper with a stranger maybe a dozen times on European trains, so I am not an expert, but I do have some experience. I never had a conflict with the other occupant, which suggests my behaviour is acceptable. Having said that, many sleepers travel between different European countries with sufficiently varied cultures that I would not be surprised to discover my way of doing things is unwelcome to some people. I’m also a man and not everything here may be applicable to women.

If alone, I enjoy gazing out the window in a similar way to you, but I appreciate that for others sleep is their priority and if they want to immediately close the blind, get into bed and turn off the lights, that is a reasonable way to use a sleeper.

However, I don’t worry about leaving the personal reading light on until a reasonable hour as it’s specifically designed to allow one berth to be illuminated while minimising disruption to the other. Indeed, the Caledonian Sleeper used to provide a small book as part of their amenities kit implying that reading in bed was entirely acceptable. Laptop screens are potentially more disruptive. If I were using one in the berth, I would lower screen brightness to the minimum, make absolutely sure it was muted and not work late into the night.

Likewise, I would avoid unnecessary noise while getting ready for bed, but I think it is excessive to not open the amenities bag and not use the sink. These items are provided to be used. The only exception might be if I found someone already asleep in the room when joining the train late at night; in that case I might leave my luggage, take the amenity kit and any other essentials and go to the corridor to look out the window there and use the shared bathroom.

I usually took off my day clothes while on top of my bedsheets for hygiene and modesty reasons. I feel that being in only one’s underwear is acceptable in the compartment so long as it’s done quickly and with decorum. However, when I changed my underwear I did this under the sheets.

Sharing a sleeper is an awkward forced close intimacy with a stranger. One would expect the etiquette to be tricky, but I feel you are probably going too far in avoiding troubling your companion.