Riget/WMG
Both the magic and mundane explanations of the ghost ambulances are true.
The ghost ambulances in the first season were Falcon's time trials, but Mary was also haunting the ambulances without him noticing.
Åge Krüger is a relative of Freddy Krueger.
The ability to survive death as a spirit, and being a Complete Monster, runs in the family.
Åge Krüger wanted to possess Little Brother.
He wanted a new physical body, which was why Little Brother was deliberately making his body inhuman. Judith's call to him at the end of the second series would have unwittingly allowed him to actually do so.
Nivesen is a devil-worshipper.
When he sees Krüger run past him after growing demonic horns he blocks Bob's view of Krüger without any apparent shock at Krüger's appearance, suggesting that he's a knowing servant of the evil.
Camilla is not the only devil-worshipper in Neurology.
She's too minor a character not to be a red herring.
Ole is the high priest of the devil-worshippers.
His psychotherapy practice seems to be mostly an excuse to molest young women, so the Black Mass would be right up his street, and we can see that the high priest has his hairstyle.
Helmer would have committed a Heroic Sacrifice in the end.
His life's almost completely fallen apart, and he's just the type to seize the opportunity to commit suicide in a way that would have everyone remembering him as a hero.
The third series would have opened with Mrs. Drusse at the gate of Hell.
The second series began with her nearly dying and finding herself at the antechamber of Heaven, so the third would have repeated the pattern.
The Health Minister is the head of the devil-worshippers.
He was the last person seen with the severed head, and he feigned illness to get admitted to the hospital and spend all his time doing black magic. Moesgaard unwittingly(?) helped him by stopping anyone finding out he was rarely in his room.
Krogshøj was evil all along
His near-death didn't damage his morality, it simply left him unable to pretend to be a good guy any more. His Almighty Janitor act was all just to gain power, he's the second devil-worshipper in Neurology who Mrs. Drusse actually followed after the Black Mass, and he deliberately pimped Judith to Krüger.