Never underestimate how expensive anything can be on Iceland, I would say, having been there for work... That said, yeah, traveling for just a dry suit course seems excessive.
I'm not sure if the course, as required by the syllabus, would include open water dives, but I think it would be a good idea to do a couple of those under controlled circumstances anyway before heading to Silfra. There will certainly be pool work for the techniques specific to dry suits, but a pool is generally warm and you'll have minimal clothes under the dry suit. This is somewhat different from how it feels when you have a thick undersuit. The undersuit holds more air and restricts your movement, making you feel more like a Michelin Man than you will be used to from wetsuits. Excepting the Nemo33 suggestion, a pool is also quite shallow and will give you limited exercise in inflating and venting the suit when changing depth. If the course doesn't include any open water dives, maybe plan an extra day of fun dives with the dive shop after the course.
Anyway, probably most European dive centers north of the Mediterranean will have dry suits and provide the course. I would look for dive centers close to your intended destinations and ping them with a question.
One possible thing to look out for is neoprene dry suits. Around here they are common as rental suits because they're more durable than membrane suits, but actual diving in cold water is usually in membrane suits. You might want to make sure you train on the same suit you would get at Silfra, whichever kind that is.