Scandinavians went through various levels of authority when they wanted to emigrate. They would often begin at the family level by asking permission of the head of household. This could have been the father, widowed mother, older brother, grandfather, or uncle.
Once that permission was granted they would go to their minister on the parish level. They did this because the minister was responsible for keeping track of the people living within parish boundaries. The paper trail they left begins at this, the parish level, as the minister would issue a certificate that was to be given to the minister of the new congregation. This certificate could contain the emigrant's name, age, birth date, birthplace, parents' names, marital status, occupation, their knowledge of the respective religion's catechism, and if they were leaving any illegitimate children behind.
In addition to the certificate, the minister also had the responsibility of recording in the moving-out lists, or by the christening date, a notation indicating that the person had left the parish. There was no regulation as to where the event was to be recorded, though most are in the moving-out lists, especially if your ancestor was not born in that parish from which they emigrated.
From the parish level, your ancestor would move on to the district level and seek an official there. Emigrants would have to obtain another certificate to satisfy the legal aspect of moving. The district official would certify that males were exempted from military service, if that was a requirement at the time. This certificate was to be given to the police in the port city from which they left.
The emigrant ancestor would then go to the port city. Some emigrants would already have their passage booked through an agent who had traveled through their town. Those who had purchased tickets this way would go to the appropriate office and verify their ticket's validity. Those who had not purchased tickets would do so at the port city. The lists of these people as they verified or purchased their passage are what constituted passenger lists in the port of departure.
The final stop an emigrant had to make before they left their homeland was the police office. The records from this stop could also qualify as passenger lists. These could contain the person's name, age, home parish, and destination.
The process our Scandinavian emigrant ancestors went through seems long, but with the trail of records that were created, finding them should be relatively easy. Many emigration records are now available online and can be found in the digital archives of your respective ancestor's homeland. Usually they are searchable by exact name spelling, which makes it a little harder, especially since names were often spelled phonetically, but they are accessible. Somewhere in the paperwork left from this process could be the key to getting past your dead end.