Can you also say "i udlandet", instead of "udenlands"? Are they equivalent statements, or does "i udlandet" carry a different meaning/connotation?
You can say "i udlandet" as well, it doesn't really make a difference in this sentence.
'udenlands' is a word from the past, still used but seldom. 'I udlandet' is more common, more natural today. (I'm native Danish)