- I cannot even hear any kind of "R" in the beginning of the phrase

It's a uvular approximant [ʁ], similar to the r in Standard German, modern French and a sizable minority of speakers of Russian (officially it's considered incorrect, although it was part of the pronunciation of people like Vladimir Nabokov, Joseph Brodsky and Andrey Sakharov).

- the consonant combination "dgr" in the middle of the first word also sounds strange.

Well, the d stands for a glottal stop [ʔ]. Not that different from modern British English, where syllable final t is usually just a glottal stop (and in lower class London English, vulgo Cockney, the same goes for intervocalic t).

- can be very difficult to Russians

What do you expect? "h", and then those rounded front vowels