There is no reason not to buy tefillin online if you do your due diligence. There are a number of reliable soferim who have websites you can purchase from. I have no affiliation with any of the sites as a customer to some of them.
I too can vouch for hasofer.com. The owner is a talmid chochom as well as a professional and known as an authority on STA”M shailos.
Tefillin Beit El is a relatively (safrus is by it’s nature a cottage industry) large operation with an excellent reputation for quality. They also offer free shipping which is a significant bonus if you’re in Scandinavia. A word of professional advice: though Beit-El recommends the “chofetz chaim” knot, most soferim and batim-machers don’t because it puts heavy stress on the ma’abarta. Ask them to fasten the knot with a gid instead.
torahscroll.com is the website of a senior sofer named Yitzchok Reisman. My own STA”M teacher remembers hearing of him as a veteran magiha 30+ years ago. There is no order form on his website and the site is kind of thin in general but he does have contact information.