When did the killer learn about the new house? I thought he heard from Birk Larsson in the first episode given the wording of that conversation. It seemed as if the father was showing it to him the first time. Nanna was dead by then.
Look! A ladder! Maybe it leads to heaven, or a Bismarckbrötchen.
He clearly DID know that it existed, hence the outcome of the story. In the scene you mentioned, the father is not revealing the HOUSE to Vagn, but revealing that he has finally decided to BUY it. Vagn clearly knew of the house because, being Theis' best friend, he was probably at least aware of his interest in it. Yet, the house also needed serious work and nobody had lived there for some time. Thus the problems with reselling it later, and ultimately the large amount of work required to prepare it for moving in.
Vagn knew of the house, but was unaware that Theis has finally made steps to buy it. He needed somewhere to keep Nanna, and the house, abandoned and unowned as it was, provided the best solution. In that first scene, Vagn's reservations about Theis' purchase and what that entailed are shown. Theis asks what is wrong, and Vagn awkwardly says 'nothing'.