From his website (http://www.jussiadlerolsen.dk
) it states :
The Woman in the Cage, The Pheasant Killers, and Message in a Bottle make up the first three volumes of the Danish crime-thriller series on Department Q.
In the UK that's Mercy, Disgrace and Redemption (which isn't out yet).
In the US that's The Keeper of Lost Causes, The Absent One and A Conspiracy of Faith.
Makes it hard to follow..... the first list of names are the English translation of the Danish title, but then as Doitsu says, they've been given different names again when released in the UK and the US.