First of all, for the license-free 868MHz radio band within EU, you need to meet the band requirements, which aren't covered by RED + technical standards. In most countries in the EU is 25mW ERP with tough 1% duty cycle requirements. EU has attempted to standardize this band through "Decision 2006/771/EC" also available for free, but national laws could override this one. Basically you need to know the allowed output power, the duty cycle if applicable and the channel spacing if applicable.
As for the RED directive contains a bunch of harmonized standards that may or may not apply depending on radio band. The relevant technical standard that you need to concern yourself with for 868MHz (all "sub-GHz") is EN/ETSI 300 220-2 "Short Range Devices (SRD) operating in the frequency range 25 MHz to 1 000 MHz" (v.3.1.1). This one is available for free and very technical.
Additionally, general EMC+ESD testing according to EN 301 489 and EN 61000-4-2 likely apply.
Your used modules need to state compliance both to the RED directive and at least to EN 300 220 in their EC Declaration of Conformity. In case they give you a list of antennas used in their 3rd party testing and you use those very antennas, you could argue that your product shouldn't have impact on radio and EMC requirements. It's important to realize that all the responsibility for this product falls on you, in case you are the party putting it on the market.
Similarly, if you do a 3rd party test with a bunch of other antennas, then you can say that your product only conforms to RED if those exact antennas are used. Then you push the responsibility onto the person connecting a different antenna there, but of course this also means paying up some big cash for a formal radio test.
Generally, if you use a different antenna than the one used during a 3rd party test, compliance turns questionable. As long as you use a zero gain omni-directional antenna tuned for the band, you probably haven't affected radio characteristics all that much and maybe you can refer to the documents of these modules in that case. Worst case you have a poorly adapted antenna and lose output power, which doesn't affect radio compliance. If you (or your customer) use directional antennas with gain, then that's naturally a whole different story.
The RED directive lists 3 ways to demonstrate compliance, called "Module A, B or C", where one possible way is self-testing through internal production control. So you don't have to perform 3rd party testing, but measuring ERP (effective radiated power), antenna directions etc is pretty much impossible to do outside an EMC lab. Other things like spurious out of band emissions you can fairly easily measure yourself with a spectrum analyser.
