Finished the crossword, found the 9-letter square and (I think) I know the connection between 22d and 35d - but I'm blowed if I can work out what I'm supposed to highlight in the grid to indicate it. Is it something other than the name of the structure in question?
All the letters that you have from the clues spell a "connection" between Denmark and Sweden (check on Google if necessary for the correct spelling -- and then it should be clear !
A really clever crossword this week to "connect" two different themes.