Emil,
I would suspect the Collodion USP would be the only difficult chemical to obtain. (Make sure it is not flexible collodion.) Here is a listing for 4-8% Collodion USP (cellulose nitrate [CAS #9004-70-0] in ethyl alcohol [CAS #64-17-5] and diethyl ether [CAS #60-29-7] solution) on the Sigma-Aldrich Denmark website:
http://www.sigmaaldrich.com/catalog/search/ProductDetail/FLUKA/09986
I understand Collodion USP may be obtained at local pharmacies over the counter in Switzerland and France, so perhaps the same is true in Denmark. The APUG archives also have a (there was a url link here which no longer exists) from a couple of your countrymen discussing obtaining collodion in Denmark. You might be able to PM them to see if they were successful. It may also be possible to order directly from a large chemical company through a school account.
Other than the collodion, you only need 95% ethyl alcohol (and I've seen your self-portrait so I suspect you may have a source), silver nitrate (AgNO3 [CAS #7761-88-8]), fixer/hypo, ferrous sulfate [CAS #7720-78-7], and some bromide/iodide salts. You may already have acetic acid [CAS #64-19-7] and Potassium Bromide (KBr - Kallium Bromide [CAS #7758-02-3]) in your darkroom inventory. Potassium Iodide (KI [CAS #7681-11-0]) should also be fairly easy to obtain if you cannot find the cadmium or ammonium salts. If you cannot obtain the 95% purity ethanol, denatured alcohol (methylated spirits, wood alcohol, etc.) from a hardware store can be substituted in the formula. However, special precautions need to be taken when substituting this toxic chemical for the ethanol. Methyl alcohol if ingested in sufficient quantity may cause blindness. If you can smell it, you are ingesting it.
As far as the varnish, I don't know of any other name for the gum sandarac crystals. It is obtained from the coniferous tree
Tetraclinis articulata and is probably available through a herbalist. I do not know of a proven substitute for that varnish.
I have made a supply list that was not included in the article. I'll update it with the proper CAS codes and make it available soon.
Joe