After finishing his studies in 1929 he moved to Berlin where for a short period Ernst Toch became his teacher . During his time in the German capital he met the Romanian-born pianist and visual artist Meta May Graf (1910–2003) from Sibiu/Hermannstadt. She had studied at the Musikhochschule Berlin since 1929, with Paul Hindemith as one of her teachers . The couple married in 1933 and left Berlin for Romania, where they visited obscure and remote villages and studied Transylvanian folk-song . Subsequently, they moved to Denmark, settling in the capital, Copenhagen, in 1934. While his wife Meta gave up her musical career to pursue her passions in the visual arts, photography in particular, Vagn gave music lessons privately and began composing during this period. Many of the early compositions have never been performed. Similar to the research he had already done in Romania, he pursued his studies of folk-song with much field-work throughout Denmark including the Faroes and Greenland. Many overtly folk-linked compositions, including the Inuit Songs, are a result of these activities.