Just watched this on Netflix. I thought was good... maybe hit home a little more for me as I lived in Denmark when it took place.
I had the same kind of sick gut feeling I had with the Gabby Petito case here. As the summer progressed, and more and more details became known. There was a very melancholy, macabre feeling in the air.
This documentarian happened to already be following Peter Madsen for other reasons when this occurred so she is able to go back and forth in the time line, releasing more and more information in a way that I thought was well done. All the way down to the last sentences spoken by Madsen. They were chilling, especially considering they were from before the killing.
I tried watching the Danish series (reenactment of the aftermath from same event) starring Euron Greyjoy from GoT and thought it was awful. Some of the worst Danish TV I have seen (I do not need the subtitles so nothing was lost in translation). It did not capture the feeling at all... mainly, I believe, because they attempted to one side it and not show Peter Madsens character at all, in order to not glorify him or give him notoriety, but it just didn't work imo.
Here he is front and center (from before the event) along with his colleagues (before and post event) and that I found quite interesting.