Dfyjkt

Capital city that matches [A-H]+,

take out the first four and then add deux cents plus;

crossing the Danube, you make your way north;

stay on that route till the coastline comes forth.

Apply s/A/H/ and then scramble what you get,

take out your oars as well, try not to get wet;

remove the last two and then triple the rest,

we have a winner, you're clearly the best!

Capital city that matches [A-H]+,

Although almost every capital city has at least one of those letters, let's use a poetically liberal regexp engine that allows no other letters in the name at all. That gives us the starting point of

BAGHDAD

take out the first four and then add deux cents plus;

Drop the "BAGH", interpret "DAD" as a hexadecimal number, and add 200, or "C8" in hexadecimal, to get E75.

crossing the Danube, you make your way north;
stay on that route till the coastline comes forth.

Route E75 does indeed cross the Danube, and it meets the Baltic Sea at GDYNIA, Poland.

Apply s/A/H/ and then scramble what you get,

Replacing the A with a H, we get GDYNIH, which we scramble into a DINGHY, matching the title and the next line too.

take out your oars as well, try not to get wet;
remove the last two and then triple the rest,

DING DING DING

we have a winner, you're clearly the best!

Very partial:

Capital city that matches [A-H]+,

Only European capital I can think of is Belgrade (or technically BELGRADE), which conveniently is on the Danube (but as Lord Farquaad pointed out actually fails the regex)

take out the first four and then add deux cents plus;

RADE and CC ? Not sure what to do with this

crossing the Danube, you make your way north;
stay on that route till the coastline comes forth.

RIGA is mostly north of Belgrade, on the coast

Apply s/A/H/ and then scramble what you get,

Applied to RIGA, give RIGH

take out your oars as well, try not to get wet;

Add ROW> RIGHROW .. I've gone horribly wrong