Not sure it's all that expensive to transfer on to the G-Reg but I definitely could be wrong about that.
In so far as keeping it on the Danish reg, I believe you could keep it on indefinitely but would have to get servicing done by a company authorised by the Danish CAA to work on your aircraft, which could be expensive. I think how you would do that is have a Danish CAMO that subs work to a UK Part145 organisation.
Best way to check is to call the CAA airworthiness bods.