How to replicate this bakery's bread
If it's pretzel bread, it may be dipped in a hot soda solution before baking, or lye for the brave and very, very careful. That would mostly be about the crust, rather than the density.

Several sources suggest baking baking soda (sodium bicarbonate) to convert it to (food grade) sodium carbonate for a stronger (than bicarbonate) alkali without needing to find (or handle) food grade lye (sodium hydroxide.) What is easily available varies by region, what you are comfortable using varies by person and over time. Washing soda is sodium carbonate, but is not food grade.

There are many ways to get dense bread:


Adding low-gluten or non-gluten flours (rye, oats, rice, barley, masa
harina, bean flours, (or non-flour items, such as boiled or baked
potatoes rather than "potato flour" or instant mashed potatoes,
cooked &amp; mashed beans rather than bean flour.)
Not letting it rise as long. Letting it rise too long. The former is preferable.
Putting in more flour, especially if you tend to the "super-soggy
dough" end of the spectrum. Of course, if you are starting your
baking efforts with trying to replicate this, you may not have a
place that you tend yet. Aim for a firm dough that does not stick to your
hands when working it, which is considerably drier than most baking
instruction [which is chasing the elusive baguette] tends to want you
to go.
Cook a bit cooler for a longer time.