Sofie Grabol, aka The Killing's Sarah Lund: 'I took off my, jumper and my gun, and cried all, the way home'

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The third series of The Killing concludes the cult Danish drama, which means that Sofie Grabol, aka detective Sarah Lund, can pack away her trademark knitwear for good. She talks to Gerard Gilbert about saying goodbye, Lund's new love interest and what she really thinks of the American remake

“I was very emotional when it happened – more than I thought I would be – but I'm a bit like Sarah Lund in that I don't carry my emotions on the outside.”

Danish actress Sofie Grabol is describing her final day filming 'The Killing III' – the final ever series and the last time she had pull on that iconic Faroe Island sweater and faded jeans as the Copenhagen police detective who has become a feted television character from Brazil to South Korea, and Canada to Britain (but not, as we'll hear, in the US). “I just went into wardrobe, took off my jumper and my gun, and drove home,” she says. “And I cried all the way home.”

We're sitting in the restaurant of the Royal Danish Playhouse on Copenhagen's harbour front, where next month Grabol will be starring in a stage version of Ingmar Bergman's 1982 film Fanny and Alexander. Dressed casually in jeans but no jumper, she is drinking mint tea and chewing on the nicotine gum she became addicted to when she gave up smoking 11 years ago, on the birth of her first child. Actually the gum provided some light relief on that final day of filming. “It was a car scene and I managed to get it stuck to the upholstery,” she says, recalling how, when she didn't immediately get out of the borrowed vehicle, the crew assumed their star was having a quiet moment to herself – instead of furiously attempting to remove the masticated tobacco substitute.

The Killing III begins with the murder of a sailor in Copenhagen's port, and continues with multiple strands that enmesh a billionaire businessman and an embattled prime minister. The backdrop is the ongoing economic crisis, and how that is affecting every strata of Danish society. And Sarah Lund? It seems that after 25 years of endless danger and near annihilation, an unusually compliant-looking Lund is seeking promotion to a desk job at police HQ.

“She's not Tintin or an action hero character who you can keep throwing into new murder cases,” says Grabol. “There has to be a natural evolution. So we start her off in a new place for her – she has decided that maybe she might be able to have a home and garden, a relationship with her son and – who knows? – maybe find love.”

The likely love interest looks set to be an old flame from Lund's student days in police academy, a married man who now works for the national intelligence service (played by esteemed Danish actor, Nikolaj Lie Kaas). When Grabol mentions Lund being stripped bare in the new series, she presumably means metaphorically? “No, we might strip her physically,” she laughs. “Just hang in there… episode… er, I can't remember which episode.”

But hadn't she fought long and hard to avoid Lund being given romantic scenes – once famously storming into head writer's Soren Sveistrup's office to declare: “I am Clint Eastwood… he doesn't have a girlfriend?” “Yes, but I felt personally that in the second season we put her so much into self-isolation that we almost lost her.”

Sveistrup's habit of writing episodes at the very last minute has been credited with making the show more urgent and less predictable. It has also, however, played havoc with Grabol's childcare arrangements. The actress is divorced from the father of her two children – daughter, Gudrun, who is eight, and her 11-year-old son Bror. “Their father has actually been amazing,” she says. “He's been waiting like everyone else for that damned production plan, which couldn't be made before Soren delivered the script.”

Grabol is herself a child of divorced parents – her mother, an architect with hippy-Maoist tendencies (“It was the Seventies”), separating from her biological father before Grabol's birth. She was raised by an American stepfather, who in turn separated from her mother when Grabol was 11. “Because of my stepfather I've always been very American in my way of speaking English,” she says, “but when The Killing hit the UK, just this constant small contact with you British people has got me so British sounding.” True to a point, although her grasp of English – like everyone in Denmark it seems – is exceptional.“

It was her mother who suggested the teenage Grabol audition for her first part, opposite Donald Sutherland and Max von Sydow in a Danish biopic of French artist Paul Gauguin – a role she won despite never having studied drama. “I'm 44 now and I've been working since I was 17,” she says, with a hint of weariness. I suppose the nearest British equivalent to Grabol would be Helen Mirren, and not just because of Mirren's performance as the Lund-like DCI Jane Tennison in Prime Suspect. We associate Mirren with a multiplicity of roles, and the Danish see Grabol in the same way.

Clearly recognised by restaurant staff, but in a friendly and informal, not star-struck, manner, Grabol occupies an elevated but comfortable position in her national culture. I pick up on a comment she makes when describing the spelling of her surname in Danish (the “o” in Grabol has a line through it, and the “a” has a little circle above it) “That's two very specific Danish letters that no foreigners can pronounce,” she says. “I'm not made for the world – I'm made for Denmark.” Does she, I wonder, really want to be an international star?

“I don't really have a hunger,” she admits. “I'm very, very spoiled in Denmark work-wise so I've never really felt the need to conquer. But it's not really a decision I have to make. I'm open, if there is an interesting role coming up from, say, the UK. Just to act in English would be something.”

There was in fact an offer from British television – something meatier than her cameo in last year's Absolutely Fabulous Christmas special, although her year-long commitment to The Killing III meant she was unable to accept. She did fly to Canada, however, to film a scene in the American remake of The Killing, which stars Mireille Enos as “Sarah Linden”. “I'd been asked a lot, 'How do you feel about the American remake?'” says Grabol, “I wish they'd try to read subtitles, but if they won't then it's fine to do their own thing. But I really didn't relate to it.

“I played a character that I meet hundreds of times on (the Danish) The Killing – someone I have to get a piece of information from for the story to continue – and suddenly I was one of those characters. This Sarah Linden came up to me in a parking lot in a jumper and started asking me questions and there was a small four-year-old girl deep inside of me shouting: 'Give me my jumper – what the fuck are you doing? It's my jumper'.”

Considering that the Danish original has never been screened in America, wasn't her cameo a rather indulgent in-joke? “That's what I liked about it,” she says. “In my experience the audience of The Killing are nerds. I'm a nerd myself and I respect nerds. It was like a salute to the nerds who obviously have seen both versions.”

After wrapping The Killing III, Grabol went straight into a psychological thriller from Danish Dogme director Soren Kragh-Jacobsen called Hour of the Lynx, in which she plays a priest. “Instead of a jumper and a gun I have a Bible and this robe,” she says, showing me a phone-picture of herself dressed in a black cassock – a somewhat disconcerting transition from Sarah Lund. It's only now, she says, that she has been able to reflect on the demise of whole The Killing experience.

“I was actually thinking last night, when I couldn't sleep, that maybe I suffered from Stockholm Syndrome just a bit,” she says of her seven-year-stint as Lund. “It's the longest ever engagement I've had with a character.” Has she kept the sweater – a garment with which she has admitted to a love-hate relationship? Has she had it framed perhaps? “No, I haven't,” she says with a laugh, “although that's an idea. Everything was so rushed at the end and I realised I didn't get the jumper. Piv (Bernth, the producer) said, 'I got your jumper… come and pick it up because nobody else is going to get that.'”

This being the final instalment, the possibility arises that Lund might not survive – that she might be killed in action like two of her previous police partners. “I have heard people discussing whether she is going to die, and that is possibly going to be almost as big a fascination for the audience as who the killer is.” The actors are famously never told the identity of the murderer until the read-though for the final episode. How did that affect her? “On the first season I was obsessed with solving the mystery, and very offended that they wouldn't reveal it to me,” she says. “I guessed wrong. In fact I have now guessed wrong three times, so it's good really that I'm not actually Sarah Lund.”

'The Killing III' begins on BBC4 in mid-November

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