I would have thought that a factory built aircraft, still in compliance with its type certificate (i.e. no mods) and used for public transport in the US (hence complying with SB's and manufacturers recommended servicing) with no IFR avionics issues should be pretty reasonable to put on the G. Your logic for buying in the States is probably sound as there can't be very many factory built S2s for sale in Europe. However, I would definitely have a formal conversation with the CAA and your proposed inspection organisation to establish just what they will be looking for to move onto the G. The opinions on PPRune or interesting but risk being worth what you pay for them.
The Danish thing people talk about is for private use - if you are using the aircraft in a real VAT registered business it shouldn't be relevant as you should be able to claim back input VAT just like any other element of cost in the business.
I would have thought that ferrying a Pitts would be somewhere between unbelievably expensive/painful and impossible.