When Pep Guardiola confronted Nathan Redmond at the end of Manchester City’s 2-1 win against Southampton last November and launched into his wild-eyed preacher routine, it is fair to say it created a stir. One man inside the Etihad Stadium did not blink.

“That is the guy I got to know,” Pierre-Emile Højbjerg, the Southampton midfielder, says. “What can I say? That is Pep. I was not shocked.”

Højbjerg is looking forward to the FA Cup semi-final against Chelsea on Sunday but to understand this deep-thinking and fiercely driven 22-year-old, it is instructive to look back.

The Dane had wunderkind status when he joined Bayern Munich from Brondby as a 16‑year‑old and was four months shy of his 18th birthday when he became the youngest player to represent the German club in the Bundesliga.

The debut came in April 2013 under Jupp Heynckes against Nuremberg and a few months later Guardiola entered his life when he took over as manager. As with everything at the club, it was an education. “It’s something that sits in here for the rest of your career,” Højbjerg says, tapping his temple.

“Tactically, I made a big step under Pep. For him it was about understanding the game, about reading it. I liked the way he wanted to play football and thought about football.”

Højbjerg depicts Guardiola – who has just led City to the Premier League title – as a person with insatiable passion. It would bubble over, just as it did against Southampton when Guardiola could not understand why a talented attacker such as Redmond would not always want to attack.

“Did he ever direct it at me? Of course,” Højbjerg says. “Everyone has felt or is feeling in his team, right now, his passion. It is his way of expressing himself. He needs to keep that because it’s him.”

Guardiola’s obsession with perfection, his desire to push for more, chimed with the Bayern ethos. Højbjerg tells a story to illustrate the point – about a training drill called Kopfball, in which players must head a ball on a piece of string and time it perfectly because it will come back.

“When I came up – I was this 17-year-old boy – the second-team coach pulled a bit on the string, the ball moved higher and I missed the header,” Højbjerg says. “He was saying: ‘Come on!’ I went again and he pulled the string again. But it always made me jump. They were constantly pushing me. Bayern was the school of forming a champion.

Pierre-Emile Højbjerg on stage with Pep Guardiola to celebrate Bayern’s 2014 Bundesliga title. Photograph: Alexander Hassenstein/AP

“I was a privileged boy and I got to see things that maybe you never thought you would see – the reactions, the talks, the treatments, the way of training, of eating, of behaving. It was to be a top player 24 hours a day.

“Eighty per cent of what I experienced was about mentality – preparing, getting back in, knowing when to do what. Bayern had some of the best players in the world and there was one aim: to end the season with titles. It starts on 1 July and it goes until 20 May. It’s a mentality. It’s in the blood. You get horny for titles.”

Højbjerg has Bundesliga medals from his time at Bayern; he made 17 appearances in the competition across three title-winning seasons before loan moves to Augsburg and Schalke.

The highlight was arguably the DFB-Pokal final in May 2014, when Guardiola thrust him into the starting lineup. Bayern beat Borussia Dortmund 2-0 with extra-time goals from Arjen Robben and Thomas Müller. “I was 18,” Højbjerg says. “It was amazing but it all went so quick. I didn’t have time to be nervous.

“I was called the night before into Guardiola’s room, he showed me some clips, some tactics, and he said: ‘Tomorrow, you will play.’ It was a very intense period for me. Seven days later, I got my national team debut for Denmark. And two weeks before, I lost my father.”

Højbjerg’s father had stomach cancer. “It has haunted me, of course, ever since,” Højbjerg says. “Grief is a difficult thing. Suddenly, you feel that you stand alone – 18 years old, you are out in the big football world and you have to make decisions that define your career. When you are 18, 19, you don’t always see the big picture and the person that was always seeing the big picture was not there any more.”

Højbjerg’s strength of character is remarkable. It was hardened at Bayern but it had long been apparent. At 14 he made the decision to swap FC Copenhagen for Brondby – a move Højbjerg has likened to “changing from Everton to Liverpool – it’s really like going to the enemy”.

Højbjerg after scoring for Augsburg against Borussia Mönchengladbach during a loan spell from Bayern. Photograph: Dean Mouhtaropoulos/Bongarts/Getty Images

Copenhagen were the dominant force at that level in Danish youth football. But Højbjerg was not enjoying himself playing as a striker, so he took the plunge. “It was a crazy move for a kid to make but I think it was the idea of turning the wrong thing into the right thing,” he says. “The thing no one expected.”

One of his first games for Brondby was against Copenhagen. His new club won 1-0, with Højbjerg scoring the goal. Eighteen months later, with Højbjerg having helped to establish Brondby as the pre-eminent youth team in Denmark, he faced Copenhagen once more.

“We won 5-2,” Højbjerg says. “At half-time it was 3-1 and I’d scored two. Michael Tarnat, the Bayern academy chief, was watching and during half-time he went over to my father and my agent and said: ‘We are buying the kid. And if Bayern are not buying him, I will buy him myself with my own money.’ I actually lived in Tarnat’s house during my first year in Munich.”

Bayern was a blessing, the making of Højbjerg but there have also been times when the club has felt like a curse. “It’s difficult because you come somewhere else, on loan or wherever, and they will look at you as the Bayern Munich boy,” he says.

Højbjerg’s time at Southampton has been stop-start. He was in and out of the lineup under Claude Puel and out of favour entirely under Mauricio Pellegrino at the beginning of this season. Apart from a six-minute cameo at Brighton, he did not feature until he started the 4-1 home win over Everton on 26 November, when he was the man of the match.

Since then he has been in every squad – more in the starting XI than out of it – and he has played all but two minutes of Mark Hughes’s first five games.

Højbjerg is obsessed by learning in good times and bad and he says that he worked “like I’d never worked before” to convince Pellegrino to reinstate him. “It’s strange to say but I really enjoyed it,” Højbjerg adds. “I enjoyed pushing myself to the limit and further. It’s a journey of learning and becoming better.”