In my own search for nobility in my own line, I found this out. Norway didn't have a King until the 1900's. I did find out that they were under danish rule until that time. So I contacted the Danish Embassy on line, and they directed me to the place where I might find out about the Military for the Danish King. My great great uncle was the Captain of the Kings guard. So I know the frustration you are having. I hope that this helps you out.