Welcome!
Unfortunately the niche market in Finland is pretty sad these days. Well, it never has been good but since Helsinki 10 store was run down, we lost about half of it. You can find some GdG at Beam, and I think that Laboratorio Olfattivo was sold at some boutique. Samuji at least used to have Cire Trudon candles avail. Stockmann and Sokos carry both Armani Prive - and Stockmann has at least some other niche brands, but not too many.
Honestly, I'd say that the best option to shop niche is to take 30 min hovercraft from Helsinki to Tallinn and visit Kaubamaja, Löhnatuba in there carries a solid selection. Stockholm is a good option as well, but the trip is longer.
We have discussed a lot about the online buying options here:
viewtopic.php?f=8&t=36 at least you can pick the URL:s there!
My favorites in -20... ...Serge Lutens Gris clair... and warm, radiant ambers with lots of body, like Ambre Sultan, PG L'ombre Fauve, Byredo 1996. Incenses work pretty well too, they create quite austere atmosphere at low temperatures but I like that

.