Sofie Grabol on Fortitude, that Killing jumper and dropping the F-bomb on Radio 2

“I consider my character in Fortitude to be the mother of this community and the thing about the mother is that she has two sides"

Sofie Grabol – the Danish actress much loved for her portrayal of Detective Inspector Sarah Lund (with jumper) in the Scandi-noir thriller, The Killing – is explaining why she has a conflicted relationship with her comfort zone. Sometimes she doesn’t want to venture from it. Meeting new people, for instance, is challenging: “Sociability is always connected to a little bit of uncomfortableness – and I was like that, even as a child. I love meeting people, one on one – but it is always very frightening for me to enter big groups in a party or a club.”

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When it comes to acting, however: “You also long to be out of your comfort zone – otherwise I wouldn’t be in this line of work because it is one long confrontation with embarrassment: being very intimate with people you don’t really know – which is the thrilling thing about this job.”

Last year was very much a no-comfort zone year for Grabol, after a tough 2013 – taking a break from acting for the first time in almost 30 years, as she recovered from breast cancer. Ever since The Killing proved to be such a hit in the UK – drawing bigger audiences than Mad Men, and winning a Bafta – Grabol has wanted to work over here. When I first interviewed her in 2011, in Copenhagen, she seemed to think it unlikely that any roles would be forthcoming.

But, in 2014, not only did she have her English language debut at the Edinburgh Festival then the National Theatre, as Queen Margaret of Denmark in the third of Rona Munro’s historic trilogy The James Plays – but she is also one of the central characters in a new 12-part TV drama, Fortitude. It is reported to have cost Sky Atlantic £25 million, and has a cast of 30 or so including Michael Gambon, Stanley Tucci, Christopher Eccleston, Richard Dormer (Game of Thrones) and Jessica “Call the Midwife” Raine.

Grabol plays Hildur Odegard, the governor of a small mining town, Fortitude, in the Arctic Circle. The mines are closing and she is orchestrating the transition of the town into a high-end tourism destination, starting with her pet project – a glamorous ice hotel carved out of the glacier.

Its snowy setting and curious characters with dark histories mean the series has already been compared to Twin Peaks and Fargo. It may lack the surreal humour of a David Lynch or Coen brothers project, but it certainly has its own share of macabre incidents, along with intriguing hints of something Other.

The exterior scenes were shot in Iceland and the interiors in Hayes, Middlesex. Grabol has form on being tight-lipped about the storyline of her shows: “I’m in good training from The Killing. You can put me under torture and I’m not going to say anything.”

But she is prepared to talk about Michael Gambon, whom she watched, as a teenager, in The Singing Detective. “It was so big in Copenhagen and it made a HUGE impression on me. Actually, I think Michael Gambon’s performance was maybe the first time that I thought, ‘This is acting.’”

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It was an unusual filming experience to be in such a tiny, isolated place for Fortitude, with only each other for company, but she loved it: “And every evening when we ate together, Michael Gambon [who plays a wildlife photographer, with only a few weeks to live] was just the natural centre. It was like a tribe gathering around the fire – because the stories just spill out of him.” Isn’t he grumpy? “No!” Grabol looks shocked at the suggestion. “He’s the opposite. He’s the most silly, sweet… he loves to make people laugh.”