Forbrydelsen (The Killing) [** Spoilers, Season 1 & 2 **]

It won't hit British screens until later this year – but, at an international screening in Copenhagen on Monday, the first episodes of the long-awaited third series of cult Danish detective drama The Killing were finally revealed.

Like the first two series, it has three interlocking plots: the crime, the police and the political.

First, meet Robert Zeuthen, one of Denmark's richest men and the power behind Zeeland, a multinational shipping and oil conglomerate. Robert has recently divorced Maja, and wrestles with his conscience as their two young kids, Emilie and Carl, come to terms with the split. But not even the divorce can explain why Emilie's cat allergy is playing up, when neither parent has a cat.

Then there's Kristian Kamper, Denmark's centre-right prime minister who – like all politicians in Nordic TV series – is facing an election. The financial crisis isn't helping his chances of re-election, and neither is a front-page news story reporting that Zeeland is planning to move away from Denmark to escape its taxes. Can Kamper rely on Zeuthen to scotch the story and help him win re-election?

And yes, the Centre Party are back too, with their Stephanie-Flanders-esque leader, Rosa Lebech, playing hard-to-get with her allegiances. Meanwhile Kamper's personal life gave rise – at the screening, at least – to the first ever use of the word "shagging" in The Killing's subtitles.

Over at police HQ, Sarah Lund is through with shooting bad guys and looking for a cushy office job, in a pair of heels and a cream-grey-brown V-pattern jumper that's almost low-cut. But that's until craggily handsome Mathias Borch turns up, once Lund's beau when they were at the police academy, now a senior member of special branch, national security section.

A dismembered body has been found down at the docks on the day the prime minister is due to visit, which makes it Borch's business as well as Lund's. And is that a Zeeland ship over there in the harbour?

"Zeuthen and Zeeland rank with royalty," says returning police chief Lennart Brix darkly, and thus begins another heart-stopping case for Lund. She's helped not only by Borch, but by a wet-behind-the-ears detective called Asbjørn Juncker, who's desperate to make his name in CID – just as Lund is desperate to escape.

Fortunately, Lund still has her Sarah-is-thinking piano riff to help her, as well as a whole new bit of very rousing and thumpy incidental music which tells us that A Clue Is Coming. In these first two episodes, Lund's always-desolate personal life becomes almost too heartbreaking to watch – and then, of course, there's the horror of seeing her tiny frame go into battle alone. Especially when so much violence and gore awaits her.

And yes, for The Killing's diehard fans, I can confirm that lots of police will once again be searching the woods with torches.

If season two of The Killing, with its highly militaristic storyline, slightly lacked the emotional heart of the Birk Larsen family in season one, then season three is a return to this series' best form. British audiences are in for a genuinely rare treat when it comes to BBC Four in November.