The Redbreast by Jo Nesbø

Harry Hole is back in Norway and in charge of making sure the visiting U.S. President is not assassinated.  A tollbooth that should have been emptied has a man standing in it holding a machine gun.  Harry tells his partner to call their liaison with the Secret Service and if it's one of theirs to blow the horn.  He races towards the tollbooth and as the President's motorcade tops the rise where the man has a clear shot, Harry shoots him.  Then the car horn blows.

Harry followed protocol and the Norwegian government does not want to say it's their fault.  Everyone agrees that the only solution is to treat Harry like he was being heroic and give him a promotion.  When they extract him from his retreat into drunkenness, he understands what's up.  They transfer him upstairs into his new job as an inspector.  He notices that there was an illegal gun sent into the country and he worries that since it is only used by assassins that there is murder that will happen.  His new job has him investigating neo-nazis and he discovers a connection.  The story takes place in two timelines, one during world war ii.  The purpose of the timeline is both a red herring and an explanation of the murderer and the woman Harry falls in love with.