Why on earth you cant get flying job, without having "normal" job for 2 year?! Im very very sure, thats nonsense.
I can update you on norwegian emigration rules, Im sure danish one is not far away from that.
Once you get here, you need to apple for "family reunion", since your wife is danish. If they aprove that one, you will get "work permit" for 1 year. So, after 1 year, you need to apply for renewal of work permit (no big deal).
After 3 years on work permit, on your 4th year, you can apply for something simular for "green card". That meen you can settle down there. So even if you get divorced, you still can stay in the country. And that green card is valid for 3 years.
After 5/7 years, you can apply for citizenship.
Where, when and how you work, should not matter. As long as you meet qualification, holding right licenses (JAA ATPL?) and company is willing to hire you, you can go out and fly.