1. Your format file specifies #bytes, not characters. Since it is nvarchar, you need to double them in your format file.
2. Your row terminator is not "\r", it is just ""
Like this:
10.0
3
1 SQLNCHAR 0 8 "" 1 COLUMN1 Danish_Norwegian_CI_AS
2 SQLNCHAR 0 6 "" 2 COLUMN2 Danish_Norwegian_CI_AS
3 SQLNCHAR 0 100 "\" 3 COLUMN3 Danish_Norwegian_CI_AS
EDIT: of course, it will not show a backslash n, so make sure you add the n to the backslash.
Jared
CE - Microsoft