This paper proposes a blueprint for the European Union to transform its regulatory leadership into industrial advantage through a Secure EU AI Audit Ecosystem. While third-party AI audits are widely valued, we address the lack of a practical roadmap for building infrastructure that enhances the EU's competitiveness, digital sovereignty, and defence priorities. Our framework outlines a phased approach—from voluntary pilots to mandatory audits once feasibility is demonstrated—enabling accredited third parties to conduct secure, confidential evaluations of General-Purpose AI with systemic risk. Core components include legal IP protections, secure-computing technologies, and an oversight function for certifying auditors.Finally, we provide actionable implementation scenarios aligning with Chips Act facilities, AI (Giga)Factory clusters, and EuroHPC resources, estimating costs, outlining existing EU funding instruments, and proposing complementary policy measures to operationalize these proposals.