Yoghurt-like products
In Scotland, the only thick and sour milk product I’ve seen is yoghurt (in several variants with varying amounts of fat).
In Denmark, however, there are many alternatives: Ymer, tykmælk, A38, ylette, cultura, and – until recently – gaio.
Tykmælk is the easiest one to make yourself. According to recipes I’ve found, you mix full-fat milk with some cream and buttermilk and put it in a warm location till it reaches the right consistency.
Ymer and ylette differ by having some water removed early in the process.
The rest differ by the bacteria used, see lists here and here.