Multi-domain / multi-locale website

Hello,
I need to build a multilingual website, where we can manage country-language couples.
We have many issues with this situation, but the main issue, where I can find no obvious solution, is handling the URLs.
Here's the point : there is one domain name by country, and each country can display many languages. Here are some examples :

• example.fr/fr/ : country is France, language is French
• example.be/fr/ : country is Belgium, language is French
• example.be/nl/ : country is Belgium, language is Dutch (from Netherlands)
• example.lu/nl/ : country is Luxembourg, language is Dutch
• example.lu/de/ : country is Luxembourg, language is Deutsch
• etc.

For now, my main issue is to switch the locale (fr-FR, fr-BE, nl-BE, de-LU, nl-LU, etc.) when switching from one URL to another.
Is there any "pretty solution" to achieve this ?
(rewrite rules solutions are not valid in this context : Drupal would generate wrong links)

For those who like to be challenged, here is another question : we need a feature which would look like "language content inheritance" where I would be able to define a "parent" language, and fallback rules (such as : "fr is parent of fr-FR and fr-BE", or "if a content is not translated in fr-BE, use fr-FR, or fr"). Any ideas ?

Thank you all,
David