A Danish reg is definitely "foreign" as far as the UK is concerned.
For example, see what happens if you run a school/FTO and try to move your G-reg fleet to the Danish reg
The fast that nobody with a brain would do that is irrelevant - if moving, one would move to the N-reg
Also, AIUI, and this will carry on past the EASA dates, you will need the existing DfT permission to carry on any aerial work in a non G-reg. So if you want to get instruction in it, and pay the instructor, you will need the DfT permission.
But as I said earlier there are no known issues simply parking and flying a private Damish reg out of the UK, and getting it maintained here ought to be OK too (though I know next to nothing about that).