Is what you are wanting an ICAO English language proficiency? I'm not sure the point of getting a UK Radio Licence when you have a Danish JAR-PPL. Language Proficiency is different from Radio Licence. You need to get the Danish authorities to add the language proficiency to your licence, so the proficiency needs to be checked by someone authorised by them.
Don't know anything about this company, but it was the first one that came up via Google:
ICAO Language Proficiency Test Online - by Aviation eLearning
Might be for renewals only though.
In the UK, for a UK licence, any examiner or radio examiner can give you a language proficiency test without a course first. You would need to ask the Danish authorities whether they recognise them though.