It wouldn't be possible to open the German InterCity trains door while riding by a passenger. Train door opens by remote control from the driver. And even if it would be possible: opening a door while riding would create a big hassle, conductors / train chef would force the driver to stop immediately.
The Train is a German DB train and not a Danish DSB train.
Actually the part with the DB train could be true to reality as some DB trains do extend their trips to Jutland in Denmark e.g. to Fredericia. But nowadays it is not possible to board a DB train at the town of Hadsten which has a quite small station being served by Danish regional trains. There is no connection by German IC Trains to Hadsten.
When Elias and the policeman buy train tickets they are supposed to be in the Danish town Hadsten. But outside the train station is a German phone booth from Deutsche Telekom. Also German road posts are clearly visible during several road scenes. Film was shot in Schleswig Holstein (northern part of Germany) due to financial reasons.