Thank you so much, I found something after going though that page : Change color for each option based on some category for Perspective Dropdown Component - #6 by Elizabeth_Engler
In the end my Code looks kind of like this:
# for extra styling of the dropdown content
dropdownOptionStyle = {
"background-color" : "transparent",
"line-height" : "50px",
"padding-left" : "10px",
"fontStyle" : "italic",
"color" : "green",
}
# define the variable here to "save" complete HTML string
markDownStyle= ""
#Get locals
locals = package.getAvailableLocales()
# import all needed images from the Image Management (pictures have to be uploaded FIRST !)
imgUrlUK = '/system/images/contryIcons/united-kingdom.png'
imgUrlDE = '/system/images/contryIcons/german.png'
# create an optionlist with all locals
optionList = []
# for each option 1.build the option and 2. add style
for option in locals:
# cast java.Locale to string
option = str(option)
optionList.append({
"value": option,
"label": option,
})
# choose imageUrl depending on option
imgUrl = ""
if option == "de":
imgUrl = imgUrlDE
elif option == "en":
imgUrl = imgUrlUK
markDownStyle = markDownStyle + """.iaDropdownCommon_options [data-label=""" + option + """
]:before { content: url(""" + imgUrl + """);}"""
# build the styling with the accumulated markDownStyle
markDowncode = """<style>
""" + markDownStyle + """
</style>"""
# format the string nicer, to make sure the HTML is valid
markDowncode = markDowncode.replace("\n", " ").replace("\t", "")
# set the properties
self.getChild("root").getChild("FlexContainer_top").getChild("DD_languageTag").props.options = optionList
self.getChild("root").getChild("FlexContainer_top").getChild("DD_languageTag").props.dropdownOptionStyle = dropdownOptionStyle
self.getChild("root").getChild("FlexContainer_top").getChild("Markdown").props.source = markDowncode
Thank you very much for your help. 
Edit: forgot to add image:
