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.