Work Visa (Oslo)

Hello everyone. I need a few points of clarification about a skilled work visa.

A little about me:
- from the US
- currently live/work in the UK
- accepted a job in Oslo (have job offer letter, and am starting June 14)
- just submitted my work visa application on the embassy portal (UK)

When I submitted my application online, there were no available appointments to hand in my supporting documentation. I tried calling the embassy, but they are only open to take questions from 10am-11am (Mon, Tues, Wed, and Thurs).

Has anyone come across this situation?
Should I have just waited and applied when I arrived?
Can I still go to Norway and apply to the police station?

Any advice would be appreciated.