% i preamble
\usepackage[danish]{babel}
\renewcommand\cftchaptername   {\chaptername~}
\renewcommand\cftappendixname  {\appendixname~}
\renewcommand\appendixpagename {Appendiks}
\renewcommand\appendixtocname  {Appendiks}
\addto\captionsdanish{
  \renewcommand\appendixname   {Appendiks}
}
% slut preamble

% start appendix
\appendix
\appendixpage

\include{appendix1}
...
% slut appendix

% start bilag
\renewcommand\appendixtocname {Bilag}
\renewcommand\appendixpagename{Bilag}
\addtocontents{toc}{\protect\renewcommand\protect\cftappendixname{Bilag~}}
\renewcommand\appendixname    {Bilag}
\appendix
\renewcommand\thechapter{\Roman{chapter}} % bilag med store romertal
\appendixpage

\include{bilag1}
...
% slut bilag