Okay, palettes (vörubretti) can be bought in Iceland from Saltkaup in Hafnarfjörður. I picked the plastic ones as they are lighter1 and offer more net weight for the freight I plan to ship. However, they also offer wooden palettes and there are two more only a stone throw away from Saltkaup, including Brettasmiðjan.
At Saltkaup one EUR1-size palette from plastic was 1500 ISK + VSK2.
Search for vörubretti or bretti, but make sure to ignore anything referring to snow boards
PS: Saltkaup also offers other goods that can aid when moving, btw