If "t/or" is a modal verb, I thought there shouldn't have been "at". If it isn't a modal verb, why is it in this lesson?
I guess because this lession is about modality, not modal verbs.
Modal verbs are such because express modality (uncertainty, possibility, certainty...), but modality can be expressed with other means (adverbs for example)
Et størt spørgsmal.
*stort, og *spørgsmål
At turde is s modal verb. I do not believe "at" should be used here.