A danish horror movie I can recommend is “Nightwatch” (1994) or “Nattevagten” as it is called in danish :)
it is about a guy who gets a job as a night watchman on the Forensic Medicine Institute and he has to guard the rooms where deceased people are kept.
it is very scary and very good :)
Lots of great Danish actors star in it, such as Nikolaj Coster-Waldau, Sofie Gråbøl, Kim Bodnia and Ulf Pilgaard :)
it does not include a psychedelic trip, but the movie “Benoit Blanc: Glass Onion” does feature everything else you mentioned :)