After having lunch with friends in Nykøbing, Anne drove us to Dragsholm Castle in Hørve. I think this is where the castle is located.
I read that this castle has been reported to being haunted. One of the many ghosts, and the most popular, is the White Lady. Apparently she was buried alive between the walls of the house because she fell in love with a peasant and had disgraced her family.
They did tear down the wall and found her remains.
The castles grounds was lovely. I recommend a trip there.