Please tell me your expert opinion/Fatwa in the light of the teachings of Islam, whether we can use Multivitamin capsules with gelatin shells as nutritional supplements because this is the only form available in the part of Europe where I live.

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

Gelatin is of two kinds:
The first kind is the gelatin that is extracted from a lawful animal that is slaughtered according to Shari'ah. This kind is lawful. The second kind is the gelatin that is taken from a dead animal that was not slaughtered according to Shari'ah or from an animal whose meat is not lawful. In this case it is forbidden to consume it, or add it to what is to be eaten or drunk. The identification of this returns to the experts. So, if you are certain that the vitamin pills are covered with gelatin taken from a non-slaughtered, according to Shari'ah, animal or from an animal whose meat is unlawful, then it is forbidden to take such pills.
Allah knows best.