In case the country is Germany, here's the last official statement from the German Embassy in London that I have seen: "We don't know". In the case of the Netherlands, getting UK citizenship means your Dutch citizenship is gone.
If you are an EU citizen who lived and worked in the UK for five consecutive years at some point and didn't leave the country for two years, then you have indefinite leave to remain, you just need to fill out the right forms to get a document saying so. You'll be able to change this for free to May's new "settled status" document. And you need this document first if you want to apply for UK citizenship (no UK citizenship without leave to remain document), so I would do this with some slight sense of urgency to have it all lined up when you need it.
Repeat after me: You are not going to get a UK citizenship without getting settled status first. So you can't get dual citizenship without getting settled status, and therefore you can't lose one citizenship without first getting settled status.
PS. I can't see any reason why Belgium would make it harder in the future to have dual citizenship. Germany is different, because the laws allow you to keep German citizenship if you gain another EU citizenship, and when the law was created, nobody expected the situation that we will have soon, where UK citizenship currently is an EU citizenship, and some time in the future it won't be an EU citizenship anymore.
