There's an interglacial period called the Eemian, which contains EEI; maybe interglacial period = abnormally missing glaciation, but so far as I know there's nothing specifically Scandinavian about the Eemian and you have to rather torture the syntax of the clue to make it fit.
Though the syntax of the clue seems pretty tortured as it is.
Anyway, the second die is going to produce a residual (i.e., letters remaining from the 6-letter word after removing the ones on the die) that's consonant-heavy, almost certainly all consonants. If it's HEIFER -> FHR then it's tempting to make the first two dice DIS HFR yielding a final clue beginning "dish from" -- some kind of food. (DIS from SIDLED.)
That would make the third word's letters EEMOT_ which seems pretty plausible though it doesn't instantly suggest answers to any of the missing/doubtful clues.
In the unlikely event that EEMIAN is right (in which case there's nowhere else to put HEIFER but I don't find that a super-convincing answer anyway) the second die's residual actually does have a vowel in it -- we get MAN. Then we could begin MISMAN(agement?) or DIAMAN(tine) or something.
Oh, other solutions I'm not terribly happy about: "Ones who cut stone" might be MINERS or HEWERS or quite possibly other things too. As I said, I'm not very convinced by HEIFER for "A maiden quite fat", though the fact that it specifically denotes a cow that hasn't calved yet fits well. DESLUG for "Remove garden pests" is probably right, but is it really a word and are there really no other four-letter garden pests?
"Protect from harm" could equally be SHIELD or SECURE or probably other things.
The last two dice could yield DON ISM suggesting HEDONISM except that we don't have a word leaving HED on the third-last die. It would need to be an anagram of DEEHRS which (by eyeball) doesn't look like an anagram of any not-super-obscure word.
Hmm, we really need something else with EKN in.
wow, there were hippotamuses in London in the Eemian. (Of course there still are, but now they're in the zoo.)
anyway, the Eemian is sufficiently not-Scandinavian that it's actually named after a particular place which is in the Netherlands.
The Elster, incidentally, is also named after a geographical feature in the great nation of Not-Scandinavia (it's a central European river).
Ooo, CATGUT is a natural fibre with UTT in it.
and its residual ACG works quite well with the preceding die (some of whose options have residuals with IN in making ...ING A C...) and with the following (all of whose options have an E so ...CAGE... is somewhat plausible) though it's not so clear it works well with both at once
also oooh, and possibly better: SILKEN has EKN in it (and more specifically means "Formed of ...", though you can talk about "a catgut violin string" which also has that sort of meaning)
though if our EKN residuals are TEK from TEKKEN ("Arcade fighter" seems like there must be hundreds of possible answers but I am no expert and this one does at least contain EKN) and SIL from SILKEN then I'm not seeing a lot of beautiful ways to put them together. (Their dice are adjacent.)