Thanks for all the suggestions.
So I've been thinking about it for a day now, and I've read all you replies. Most of them several times.
Here's what I've concluded so far:
1. For me to feel safe going to work in winter would probably require a car. This is a huge expense (150% tax on cars here) and it is one I would rather not incur, since it would eat up a whole year's worth of income if bought new. Bought used it would probably be closer to 2-3 months of income, even if the car is very old. Add to that running costs, insurance and maintenance and it becomes a very bad deal indeed.
2. It is now summer, so we have long days with a lot of sunlight. This makes biking more acceptable since I can see what is coming and my e-bike is super fast. This gives me some room to escape if a situation should occur.
3. I'm unlikely to get shot since guns are very very hard to acquire in this country. The major risks are harassment, being pushed off my bike, physical assault or maybe knives. Now it's not people get attacked every day, but it does happen. In 2014 a person ended up in a wheelchair for life after being assaulted about 200 meters from our office.
4. I'll be contacting my insurance company and checking with them if there is any penalty working in this area, and then deal with the hassles. The good part about this step is that insurances companies knows everything about every area, so they may be able to provide me with more data.
5. If any single incident occurs to any of my coworkers my immediate response will be an email to my boss stating that I will no longer be coming into this office. I will go to work at our remote office and do my job every day, but as long as my employer can't guarantee our safety that is my policy and it is non-negotiable.
6. Start applying for new jobs immediately and being a software developer I hope to get some offers this summer. If I get an offer that is good enough I will give my notice and leave. BTW scuttlebutt says the up to 30% of all it-personnel has started looking for new jobs.
7. I have set an ultimate deadline on the 7th of august. Regardless of my job situation I will give my notice on that day. This means that my last day is the 1st of october, so I can avoid the winter darkness in my commute. This also means that I will give the project owners a lot of time to replace me and to train my replacement. I will try to leave without burning any bridges. I have not yet decided whether to stay if they offer to relocate me permanently to our remote office. It's an option as I really like my work.
8. Voting for any right-wing party is out of the question. The desperate people (not everyone obviously) in Vollsmose don't need further ostracizing. What they need is something to look forward to. To think that their children will have a better life through education and jobs. If you believe you have a future in society then you will be more ready to work for that future.
So any more steps I should be taking? and thanks for all your answers.
And one last thought, I really admire people who take jobs in ghettos and work to make them better places. For me personally I took my job to write software. I never signed up for being part of a social experiment in a ghetto.
And again thanks for listening everybody.