Can you make thin crispy dosa without urad dal?? Can I use any other lentils in their place?
Urad dal is the most common legume used in traditional dosa recipes but it is by no means the only legume used.

Recipes for traditional dosa will sometimes use other high protein legumes such as chana dal. This variety of chickpea, or other chickpea varieties, may be easier to find.

My experience with Scandinavian countries leads me to believe that legumes in general are much less popular. You might have better luck just ordering urad dal online.