Vagn took Nana to the house before he murdered her. But Vagn didn't know the house existed! Theis only told him about and showed him the house in one of the early episodes.
shareWhat are you talking about???
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I know right? I made a thread about exactly the same thing. http://www.imdb.com/title/tt0826760/board/nest/183584627
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 Theis' 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'.
(*) Honestly though, OP - before starting threads about 'obvious' plot holes, think twice. How many hands touched this script before the show was finished and out the door, yet, you think that nobody noticed the single error that brought the entire plot down?! Clearly, he knew about the house before that scene. The fact that he says 'so you bought it?' in such a casual manner shows that either A) the man is incredibly blase about buying real-estate, or B) he has already seen the house, perhaps several times.