You can confirm that Bing does not index these URLs correctly by doing an "INURL:" search like this... https://www.bing.com/search?q=inurl%3A%C3%B8
Only 6 pages are indexed which cannot be correct.
Unfortunately you won't be able to fix Bing. You may be able to do compensate for its shortcoming by making some changes to your site however. It is a burden that you shouldn't have to deal with. However the other option is to do nothing and continue not getting pages properly linked.
Bing will likely have issues with URLs containing characters in this list...
https://www.i18nqa.com/debug/utf8-debug.html
Your webserver needs to look for URL requests containing these characters. You will then replace the wrong characters with the correct ones and do a 301 redirect to the correct page. The specifics depend on what kind of server and programming language you are using. In your case it is most likely IIS and MVC so you would most likely look into Microsoft's URL Rewrite extension. https://www.iis.net/downloads/microsoft/url-rewrite
Before doing this however I would see what errors Bing's webmaster tools might provide.
https://www.bing.com/toolbox/webmaster
The other option is to not use those characters in your URL. My recommendation is to take the time to use the wrong to right translation. Bing will eventually fix this but it could be quite a while.