Where was The Investigation filmed?
Danish miniseries
The Investigation (2020–) was filmed in TV-Byen and Rødovre Town Hall, 2 places named in its Danish Wikipedia’s Optagelser section, in Denmark. Wikidata records no filming location for it at all, so the article is the only recorded source. Each place says where its claim comes from.
Places per Danish Wikipedia's Optagelser section
Danish Wikipedia’s Optagelser section names 2 places. Each links to the sentence that says so.

