ok how's about this:
perhaps strange was perk
a) but sogaard didn't believe jens & his team
so when anne came sniffing around again it seemed like jens' team had broken the honour code sogaard holds so dear. they were pushing a (to him) false line (effectively accusing him of ignoring a call for help from a member of the danish army, in addition to the killing of the afghani family) that would only bring dishonour to the danish army and bring sogaard's time in charge of the camp, acting up while jarnvig was away - into disrepute. sogaard is punishing them all for this in his own special way - we know he has a sadstic streak.
bilal knows there was a call for help that was ignored. he suspects sogaard of the killings, he suspects he accessed the records on team aegir, he took the explosives etc, so has been following him to the crime scenes - but it is bilal rather than sogaard who nearly gets caught each time.
or b) alternatively - bilal knows that strange is perk. he looked so worried when strange and lund were checking out myg's dorm room/locker because he recognised strange. he is tracking strange where possible to see whether the trail will lead back to himself - the person who told anne the identity of perk in the first place? after all, strange has interrogated most of his victims to find out who knew what, who can lead the police to him - and then killed them. he didn't need to kill thomsen but couldn't take the chance of leaving her alive - it would be unfinished business in closing down jens' team and any risk of his Afghanistan exploits being exposed. so bilal is following the trail like lund and buch and is nearly getting caught as a suspected killer in the process.
i just can't see why such a meticulous killer would come back to the scene of the crime and risk getting caught not once but twice.
also - i keep wondering why the gap between anne being killed and myg being killed? then we have a flurry of deaths. the use of the same dog tags would indicate the same killer. maybe the killer was forced to act against anne because she was meeting with monberg. then he had to act against myg before myg left for afghanistan - and at that point there is a trickle down effect where he needs to bump the rest off before they figure out what has gone on.
see, i can't decide which one is more likely 