The Denmark route costs a few grand (or more) only because of the ripoff merchants who position themselves in a business which offers this service.
If you knew somebody who lives there, and trust them to buy the plane and then sell it to you, there is no reason why it should cost anything.
Same with US trusts for N-reg. If you know somebody who is a US citizen, they can own the plane and rent it to you, or just let you fly it. No trust documents or fees required. The trust arrangements are required only because most aircraft owners don't know anybody who is a US citizen and who can be trusted
