I guess Tesla has to hope Danish/Swedish customs employees are ambivalent too then. You'd need a lot of trucks to replace a single car transporting ship btw, so even if Tesla manages to work around the strike that way it might be costly.
The grey market exists because people with means have ways to solve problems that are not meant to be solved. I don't know if owning a high end Tesla puts you into that crowd, but you're certainly in the right order of magnitude.