It's dead and been so for a long time.
I will have a lot questions about your touhou cosplay, anime convention, manga, music.....
So everything but the games themselves?
I only know of one Finnish OC doujinshi (a Touhou and MGS crossover iirc), it was made back in 2012 and marketed in a convention or something. I know of at least two people who used to make actual theme arranges (LENK64 and Tenebrae), but I think one of them just makes music of her own these days, while the other one just quit. There's a plenty of conventions here, and I'd imagine people still do cosplay there, but as usual they're filled with posers who don't actually care about the games and just want to dress up as characters they find neat looking, conventions are disgusting.
Edit: I don't know that much about the history, but I think people generally heard of it through the internet, and then it began to spread in the local weeb circles. I saw some of the characters on online imageboards and stuff without thinking much of them, until a friend introduced me to the games during the height of the east-Asian boom around these parts a decade ago. I played the games for a few years until it got boring. The fanbase (which was never more than just a couple handfuls of people) has mostly died out at this point, to the extent that former online fansites such as this one are completely abandoned. There's a Finnish (touhou) discord channel originating from this forum, but I don't think they really talk or care about the series.