I'm from MN, but studying in Sweden right now, and was so excited to finally have an opportunity to see this band! They put on a really good show, too, despite being in a tiny as fuck venue such as Scharinska Villan. Anyway, Fen opened, and were quite good too, but I didn't happen to catch their setlist.
Agalloch's however, I was able to grab a copy of:
Sorry my phone cam sucks, but it does say "Setlist A" at the top, so they must have some alternates. It said Hallways of Enchanted Ebony, but they crossed it out and wrote in Snow, which was great to hear live, so I'm happy.
Also at some point, I can't remember when, but presumably when they switched to the E guitars, they played the first minute or so of Raining Blood, in tribute to Jeff.