Melatonin sits outside any EU-harmonised framework for food supplements. Member states set their own rules, and those rules differ considerably from one country to the next.
Luxembourg is unusual in having no list of its own. Its food safety authority states that there is no positive list in Luxembourg for plants and other substances that may be used in manufacturing food supplements, and that the lists established in other Member States serve as the reference for the competent authorities. Melatonin is an other substance in that sense, so Luxembourg sets no national maximum for it and no Luxembourg decision reclassifying it as a medicine was identified.
Which reference applies is unresolved, and it matters: Luxembourg's immediate neighbours diverge, with Belgium at 0.3 mg per day and France permitting below 2 mg.