Hi lilpilot, I've got a link to the
danish fees, but unfortunately it is in danish only. I do not know what licences you're after, but asuming that it is CPL/ATPL, I can tell you that the Danish CAA will charge you £175 for each ATPL written exam! The cpl skill test will cost you about £480. As Denmark will we the country of license issue - you'll be charged £133 as a yearly fee.
To sum it up: when it come to fees - do not even think about going to Denmark.