The Saga saga has come round for a third turn of the wheel. Much water has flowed under The Bridge since series two. Without wishing to provoke a visit from the spoiler Stasi, it is safe to reveal that Martin is no longer in the picture. He is currently enjoying Her Danish Majesty’s hospitality, and over the water in Malmö Saga is partnerless. Indeed in the Copenhagen police force, her reputation is no longer just as an oddball with no sense of humour, communication skills or empathy. She’s the one who ratted on her closest colleague.

If you can't beat 'em, steal brazenly from 'em. Instead of importing another Scandinavian drama series and slapping on some subtitles, or recycling Fargo or Breaking Bad (or for that matter Deadwood or Twin Peaks), Sky Atlantic has pushed the boat out and created its own slab of sub-zero Nordic mystery, packed with bankable international names. If this extended pilot episode was a reliable guide, it's going to be a tortuous ride on black ice.

Sofie Gråbøl as Danish royalty: it hardly stretches credulity. The face of Nordic noir has been a star in her home country ever since appearing in Bille August's Pelle the Conqueror in 1987, but is solely familiar on these shores as Sarah Lund, the jumpered Copenhagen detective from three unmissable series of The Killing. This autumn the only thing that will be recognisable about Gråbøl will be those big blue eyes as she is spirited back to the late Middle Ages, bewigged, bejewelled and billowing, to play a queen of Scotland.

Last Saturday saw the broadcast of the final Wallander on British TV. The new six-episode series has hit DVD within days of the programme being off air. As the distracted, always-troubled detective, Krister Henriksson had asked that for his return to the role after a four-year gap in this third series, it should end with no possibility of a comeback – after series 2, he’d said he wouldn’t play Wallander again yet he did. This time, the series ended with a full stop. There is no chance Wallander will be coming back.

The Saga saga is over. An eco-terrorist plot to kill off the top tier of Europe’s environment ministers has been foiled, with nails bitten to the quick. Various Nordic marriages are in tatters, like a boxed set of Strindberg. Justice has been done but the smiles on faces in the Malmö police station at the end of episode nine had been wiped an hour later. We can’t talk about why or the spoiler police will stick us in prison and pay us periodic visits with gifts of designer coffee. Let’s just say it wasn’t a good night for Danish law enforcement.

How come there is always a free parking space right outside the police station’s front door as Saga Norén draws up? If she has malodourous armpits, what must her manky leather trousers smell like? What does her partner in investigation Martin Rohde do to distract himself from her personal hygiene issues? Wouldn’t he do better to downsize his expensive car and use the money saved on renting an apartment rather than kipping in a hotel? All burning questions raised by the second series of the Danish-Swedish co-production The Bridge, currently being aired by BBC Four.

Why has Nordic noir been such an addictive novelty? Yes the plots are great, the locations moodily cool, the flat dialogue enigmatic. But in the end it’s all about gender. The detective who is a genius at work but clueless at life – we’ve seen it all before in a suit and tie and a battered mac. What’s different in equal-opportunity Scandinavia is that the dysfunctional crimebusters are beautiful bug-eyed Valkyries. Up north it’s the blokes who are the sidekicks.

Swedish cop drama Arne Dahl snugly fits BBC Four’s Saturday-evening slot for continental European TV imports, but it also suggests that the well might be running dry. Based on the opening episode there’s not much intrinsically wrong with it, but it’s not distinctive and – beyond Irene Lindh’s forceful portrayal of lead detective Jenny Hultin – lacks any characteristically Scandinavian markers. Things may change as the series finds its feet but, for now, Arne Dahl could have sprung from anywhere in Europe. The stock types making up Hultin’s team further that impression.

I hope it isn't giving too much away for iPlayer catcher-uppers to say that in the end Sarah Lund never did get that undemanding desk job. Instead, the third outing for this ferociously gripping Danish series dragged us screaming and biting our nails right down to the wire, and managed to reach a conclusion simultaneously shocking and saddening yet, in a way, satisfying too.

Zipping her trousers while coming out of a toilet cubicle, Sarah Lund continues the phone conversation that was on-going while she was in there. Making for a sink to wash her hands, she ignores the puppyish man trying to attract her attention. Nothing is going to distract Chief Inspector Lund, whether it’s the call of nature or the new police kid on the block.