Haastrup, have you thoroughly checked the Danish market? I mean, a $4500-$2600 gap is a bit hard to believe.
One of the price fighters here in the Netherlands (which is not a particularly cheap country) has the Madone 5.2 on his site. The 'catalogue price' for the frameset is 2000 Euro; a full build with Ultegra 9spd: 3000 Euro. And there will be a considerable discount.
We Dutch people often check out German on-line stores (I can give you some links, if you want), since they are notably cheaper than ours. I guess you could do the same; within the European Union you do not pay extra taxes anyhow.
Good luck with your quest!
(Too bad this is all for a Trek
Why don't you get yourself something a bit more special?)