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Our national addiction to the box set has had one particularly strange side effect. After hours spent in front of The Bridge, Borgen and The Killing, most Brits are now convinced that they speak Danish with some fluency. Sofie Gråbøl, also known as The Killing’s Danish detective Sarah Lund, is not quite so impressed. “People are very proud when they can say tak – I’m like, phhhh. I try to learn hard Scottish words and this is what comes back? It’s such an easy one,” she says. She goes on to recite a line from her new play, full of “th’s” and “t’s”, a real English tongue-twister. “A cathedral is a great beast we build of stone that carries us inside it like a whale swimming through the centuries towards the throne of heaven,” she intones and, for a minute, her character – Queen Margaret of Denmark – flickers in the interview room. Then Gråbøl stops and laughs. “And I get tak in return!”

Aside from our inability to say anything other than “thanks” in her mother tongue, Gråbøl is thrilled to be here in the UK. Fresh from the enormous and unexpected success that was The Killing, she was diagnosed with breast cancer and had to take a year off work entirely. “The place I found myself in was so dark,” she says. “It was just a question of getting to that other side.” Her return this year also marks her first appearance on stage outside Denmark. Gråbøl plays Queen Margaret in James III: The True Mirror, the third in a trilogy of new Rona Munro plays that have been running at the Edinburgh Festival and are now at the National Theatre. Their historical examination of Scottish identity has, as Gråbøl puts it, hit a “golden moment” in our fractured national psyche.

For someone whose work attracts such fanaticism, Gråbøl is refreshingly low key. When asked for her age (46), she has to calculate it, muttering… “well, I was born in ’68” under her breath. She arrives at the National having forgotten her lunch. She commutes in by Tube – something that must come as a shock to the average Londoner who knows that Sarah Lund’s experiences on public transport rarely end without some sort of gun chase. With short hair – post chemotherapy – and the considered English of someone for whom it is a second language, she has just returned from a week in Denmark with her two children. “I’m homesick but I always say about London that I wouldn’t want to be homesick in any other place,” she says.

Except maybe for Scotland. Gråbøl took on the role of Queen Margaret, the Danish wife of James III who brought Orkney and the Shetland islands as her dowry, because she loved Munro’s writing so much. “She has such a strong sense of the complexity of human beings.” It has launched Gråbøl into a completely unfamiliar Scottish world. Her own accent might be “non-existent” but she is proud of her newfound ability to distinguish between Fife and Edinburgh dialects and in awe of her fellow cast members’ ability to work 14-hour days and then go to the pub. “I don’t know what metal they’re made out of… It’s a Scottish thing, I think. They have this very strong sense of group and they get energised from that.”

The question of personal and national identity underpins the play, highlighted by the perspective that Gråbøl’s character brings as a foreigner. “It’s like a different colour that makes their colour stand out brighter because you put them up against each other.” One of her lines about the Scots – “You’ve got f***-all except attitude” – has produced a strong audience reaction as the dilemma of Scottish identity plays out simultaneously on the national stage. Gråbøl admits to being completely fascinated by the referendum but won’t be drawn on her own views. “I don’t see the plays as part of the political debate. I see them as strong drama and strong drama is timeless,” she says. “We play Shakespeare in Denmark as well and I bet you play Ibsen and Strindberg. Strong drama speaks across borders and centuries.”

Like Margaret, she has, however, formed her own theories on our national characters. “We like a flat structure in Demark,” she says, miming a level plain with her hands. Then she stretches her arms as far apart as they will go. This is the English. “One of the things that fascinates me about the English culture is that you are so civilised, you’re so controlled and then on the other hand no one is madder than you. You scream in your parliament. They sit and yell and, to us, it’s mad. But it’s also what makes you so loveable, that you have both extremes.”

In 'James III: The True Mirror'

Gråbøl does not seem like a yeller. She describes herself as a homebound, unadventurous sort, happy leading her life in familiar surroundings: “I’m a very safe-seeking person and it costs me a lot actually to put myself in risky, daring situations.” She stumbled into acting by accident when, aged 17, she saw an ad for a film in a newspaper. “I was bored. I didn’t really know what to do and that just sounded fun to try,” she recalls. Gråbøl has been working ever since, though it took her years to decide that what she was doing every day was, actually, what she wanted to be professionally. Now, however, she is a great faller in love with her projects, which provide her with an outlet: “I live my passion and my adventurous side out in my work.”

One of the things that pushes her into new roles is a fear of getting typecast. “You always look for something that will shake you up a little. You’re always looking for that uncomfortable place. It’s weird. It’s a kind of masochism,” she says. The enormous success of The Killing could have led to an avalanche of similar scripts. But instead came the James trilogy and a new TV role in the upcoming drama Fortitude – starring alongside Stanley Tucci, Michael Gambon and others. “I play a governor there and here a queen. Often in Denmark I’m cast as the woman opposing the system. I rarely play the people that hold the power. Maybe it’s a maturity thing.”

Fortitude, which was largely filmed in London, was Gråbøl ’s first project after her treatment for breast cancer. “Honestly, when you’re that ill, it’s not really a question of what am I going to do after, it’s a question of is there an after? So things are boiled down to greater importance,” she says. She arrived on set straight after the last big operation. “I really, really felt embraced by a lovely group of people … It was a very nice coming back to life,” she remembers.

As Sarah Lund in 'The Killing'

This year abroad has given Gråbøl something else: freedom. In Denmark, there is a familiar face in every crew or on every stage. In the UK, hearing tak is as close to home as she gets. “One of the great things about going somewhere completely unknown to me is that … in a way you’re one big question mark, which is a lovely place to start, the ultimate place to start really,” she says. “There’s been an immense freedom for me. There’s been no one here to remind me who I was, who I am.” So, a year out then to play the woman in authority, to put illness behind her, to reinvent herself a little and, ultimately, to return to her much-loved Copenhagen and see what happens next. “I have enjoyed it immensely,” she says. “I really, really feel that life has stroked me on the hair.”

‘The James Plays’, National Theatre, London, September 10-October 29; nationaltheatre.org.uk; Alice Fishburn is deputy editor of FT Weekend Magazine

Photographs: Jasper Fry; Allstar; Robert Day/National Theatre

Copyright The Financial Times Limited 2017. All rights reserved.
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