"So, Andrew, is there a Belko-like character in the Danish series? And is he the killer?" Yes, and yes. Assuming that no-one here is bothered about spoilers, it was as clear to me as it was to you that Belko is the killer. In the Danish version, he's Vagn, and I spotted him at about the same time as you did.
"He and Stan Larsen (father of the murdered girl) have known each other most of their lives." Check!
"Belko helps Stan with his moving company, and he's sort of a casual, unofficial member of Stan's family." Check!
"There's an old trick in TV crime shows: the killer is introduced early in some innocent situation and then drops out of the action. Then he's brought back again, to remind the audience that there is such a character in the story." Check!
"There are internal pointers to Belko as well. He and Stan may have shared a criminal past. The police learn that the murdered girl's body was moved in a car that belonged to the campaign staff of a local politician running for mayor, and for a while the spotlight is on the politician. Belko offers to "take care" of the politician for Stan, but Stan says no, because "I don't do that any more." They've both killed in the past? Sounds like it." Check!
"Belko isn't on the screen very much, just enough to establish two things: he's violent, and he's in and out of Stan's home a lot. That's adequate preparation to reveal him as the killer." Check!
As I said, I'm not usually great at spotting the villain, but I did this time. That doesn't detract from the overall compelling nature of the [Danish] series.