I'm not really sure what ckbcomp does, but I noticed that the output of dumpkeys on my two computers is different in the part relevant for æøå (called AE, oslash and aring in the context of keymaps). Until there'a a fixed for it I'm using the workaround described here:
http://unix.stackexchange.com/questions/125577/caps-lock-doesnt-take-effect-on-all-letters/125717#125717