Hello Asger,
thank you for your feedback and for taking the time to report this anomaly in the climate data to us!
I agree with you that a higher value of Southwest values compared to South values lowers the confidence in the climate file.
I am guessing that you are using a PVGIS file version 5.1 or earlier?
Specifically, your problem is most likely an unnatural distribution of global radiation values towards the end of the day (sunset), which is why the southwest orientation has elevated values. PVGIS is aware of the problem and claims to have solved it with version 5.2.
In the following graph you can see such an unnatural peak at the end of the day.
If you could send me your climate file I could investigate the problem further, which would be very helpful in proving the thesis and taking preventive measures if necessary. You can send me the file via PN or upload it in this thread.
Until further clarification, I would recommend that you use alternative climate data for this location, for example from Meteonorm.
Best regards,
Ben