They both speak their native language. Saga speaks Swedish and Martin Danish.
I have no idea about the other characters as I haven't seen anything of the show myself, except for trailers, but they are most likely speaking their native language. So, whoever you can identify as a Swede would most certainly be speaking Swedish, and all the Danes would most ...
From the Wikipedia page for The Tunnel:
The Tunnel (French: Tunnel) is a British-French crime drama television series adapted from the 2011 Danish-Swedish crime series The Bridge (Broen, Bron).
From the German Wikipedia page for The Pass:
Inspiriert wurden die Drehbuchautoren von der dänisch-schwedischen Serie Die Brücke – Transit in den Tod
It's strongly implied, but not confirmed.
From a BBC blog written by the show's creator, Hans Rosenfeldt:
...What if the Swedish
detective was a woman with absolutely no social skills?
Catching up: Saga and Martin are friends but don't speak until another
case brings them together Everything she can read, she'll learn, but
when it comes to ...
When Martin speaks to a Swede, he articulates every syllable and softens the glottal stop characteristic of Danish (stød), moving his speech toward something you could call a toneless Norwegian, thus much easier for a Swede or Norwegian to understand. When he speaks to another Dane, it's regular conversational Danish. The Swedes simply speak Swedish.
This Reddit post attempts to explain it:
From what I understood, Helle Anker used Freddie Holst's sperm to have
a kid (Martin Anker) but destroyed all evidence at the clinic she had
set up. She then she must've told Martin to look up the code at the
clinic to find his real Dad and when he did he would've seen he had a
brother (Emil) and that must'...
We only have speculation here I'm afraid. Firstly, Martin didn't kill her. To quote from the script:
Martin: I won't shoot her.
Jens: You don't have to murder her. You'll be dismissed. Maybe you be in prison for a few months. Infliction of injury. Abuse. Maybe they'll
conduct a trial. It'll cost you something. But you have to, to save
August. I ...
What you are referring to is a wake.
Wikipedia can fill you in on the details, but I'll add the gist of it here (emphasis is mine):
A wake is a social gathering associated with death, usually held before a funeral. Traditionally, a wake takes place in the house of the deceased with the body present; however, modern wakes are often performed at a funeral ...
I watched the first two seasons. I enjoyed the reality that they spoke three languages just like many in those countries would. The Danes speak Danish and the Swedes speak Swedish. Also, when they are on the phone to someone in a country other than Denmark or Sweden, they drop to English just as many would in real life. This really added to the show and ...