Yes, windsurfing is definitely spectacular up in Hanstholm and at the fish factory. However, there ARE waves too. There are actually tons of windsurfers that have gotten into surfing and take to the waves. And the windsurfers up there are anything but wind-kooks! (well...nevermind)
That being said, here's a little bit about the particulars of surfing on the West Coast.
A WNW-NW wind is not the best for (wave) surfing while the wind is blowing, but it does push swell in, particularly if the wind is blowing from far far away. Good sessions occur AFTER these winds but one can find corners to surf during these winds too. Not pretty, but fun and powerful in some places. My experience is that waves from WNW-NW last longer than waves from the SW and S. This is often reflected in wave periods which get up to around 9 seconds. Bullshit periods for much of the world (in California we get regular 16-18 second ground swells and even 20 seconds sometimes), but decent when the water is 19 degrees and the sun is out and you are not far from home in Scandinavia.
The good thing is that just like in Kattegat or Ostersjon, winds shift. Waves being blown in on a 1300 km long conveyer from Icelandtake a bit of time to drop in size. In my experience, strong winds that ARE NOT Storm, Hård Kuling or Kuling strength easily produce shoulder to head-high surf on the west coast. If the winds blow for a while, the waves get bigger of course. I don't want to sound over optimistic, but in my own experiences whenever I've been over there and the wind has blown above 10m/s we have surfed. I have repeatedly had good to very good waves after such situations. You wake up, the wind is calm and you hear the rumble. It really does happen! No, not guaranteed but I have lived here for 4 years and every year in August I have had really good waves on the Danish west Coast. Last week I surfed a jetty that had a nice rip pulling out along it sucking me out to the peak. (strong S-SW winds) The rip current had sucked sand into a perfect wedging left and short right off the jetty. It was a machine, something I have never seen in Denmark. A VERY vertical left wall that peeled for about 75 meters. Bottom turn, off the top, projected by the lip back onto the face - it was sick. Just me and 2 others out! Compared to the better waves in Sweden that I've had the pleasure to surf, these waves have more volume, more salt/ buoyancy and there are just more of them. Overall, if you are at the right spot at the right time you will be thinking you are in France on a pretty decent day - Biarritz, not Hossegor!
Yes, one drives around looking for waves but, you don't need to go more than 45 minutes in either direction of Klitmøller to find something rideable. And the road is pretty much empty and in the middle of an amazing coastal countryside. At this time the lyng plant is in bloom so the flat areas between the road and the dunes is carpeted in purple. There are also tons of wild blue berries and tasty Cantarelles in the forests just along the road to be plucked if you are into that sort of thing.
The funny thing is, is that surfing seems more popular in Sweden than in Dk despite the waves over on the west coast. Just fewer people over there. That being said, the surfing population over there is growing rapidly and people in university towns like Aalborg and Aarhus are purchasing the goods and hitting the waves.
So Alex, you would indeed be taking a chance by driving out. There is no guarantee for great waves but there will be waves if the wind is blowing and they will feel very different than the waves in Kattegat. S-SW winds will offer clean conditions at a few places and leftover W-NW windswell can be turned into very nice peaks on constantly shifting sandbars - you will have to search for yourself if you don't want to surf in Vorupør or Klitmøller. And then there is the possibility of groundswell. Click on link below to see EPIC Bunkers! That perfect reef works best on W-NW swells only. Okay, gotta go. I'd say take the chance, roll the dice and have fun with the others out there anyways if there aren't any waves.
www.volcom.com/crusty/EventArticle.asp?EventiD=287&SeasonID=12
Hope yo see some Swedish flags out there rooting for your surfers!