Hi,
Got the same case some time ago, and definitely you need an Inspector from the Spanish DGAC in your checkride in Denmark. Only TRE's from the Spanish DGAC are allowed to sign off a skill test to issue a new license, which is the full ATPL. I checked and rechecked, so I'm very positive about this.
This is so with all the CAA's in JAA countries except for the Swedish CAA, so it would be worth to check with them, and transfer your license from Spain to Sweden (it took me a month and a half to complete de transfer to Germany).
PM's are welcome, good luck.
P.S. Er du Danska? Min soster bo po KBH Vesterbro, skol!