sinni hver þeirra
"each of them in turn". 'sinn(i)', n. "a time, turn, occasion".

þá er eg kom utan Þorgrími
"when I got Þorgrímr abroad" (when I arranged passage abroad for him;
helped him to escape abroad). This is the transitive use of 'koma' to
mean "get/bring something/someone [from one place to another", which
takes a dative object for the person or thing being moved.