There are big differences in the way different EU countries have organised benefits, healthcare and other social security services.
Each EU country has its own laws determining:
what benefits you're entitled to, how much you'll receive and for how long
how long you must work there before qualifying for unemployment benefits, the rules for calculating benefits and the duration of the benefits.
As a rule, you're covered by the legislation of just 1 country at a time and only pay contributions in that country; you should be treated the same as nationals of that country.