The official route is walked in reverse order and begins at Agri. The walk starts from a walking hostel in Agri, not in Femmøller. (There are about 4 km between Femmøller and Agri.) It is very welcoming and very well situated: it allows you to stay overnight between the stages (5), (5) and (E).)
To complete the four stages, you can park in Ebeltoft, take a bus to Rønde, and start the route from there.
All the stages are available here.