Gladstone has been referred to has HDL's cousin (Gladstone Returns).
Technically, Gladstone *is* HD&L's cousin, since he's the cousin of their parent (making him their first cousin, once removed). I no longer accept the Rosa version that Fethry is Della's first cousin, but if he were, then HD&L would be right to call Fethry "cousin" as well.
Somehow, I can't remember ever assuming, as a child, that Duckworld stories were set in my home country. I was told early on that the Walt Disney Company was American, so I saw all the characters linked to it as... well, American.
Funny anecdote: I did read a few Dutch stories that involve Sinterklaas, but it doesn't bother me much. My theory is that the first generation of Duckburgians included a large amount of Dutch colonists, which explains certain elements of Duckburg's unique culture (not just Sinterklaas, but also that Holland festival that appeared in one story by Carl Barks).