It seems that Lightroom is case sensitive when i search words beginning with the scandinavian letters like danish æ,ø and å.
It is a problem to do an efficient search when the program is case sensitive...
Is it possible to override this?
Lightroom does not search as per Case Sensitive, however the special character like the one of Danish you mentioned need to searched with case sensitive.
This is a long-standing bug that was acknowledged and logged by an Adobe employee over four years ago. Please add your vote and details why you'd like the bug fixed to this bug report in the official Adobe feedback forum: Lightroom: always case sensitive for extended characters: øæå ÆØÅ. Given that it's been over four years, it is probably not likely that Adobe will ever fix this, but we can always hope, so every vote matters (at least a little)...