So this is becoming an ongoing saga. Denmark is now informing me that I must meet the "prerequisites" for an ATPL, which means holding a CPL/IR first. However EU regulation 1178/2011, article 8 states that I must meet the "experience requirements". It does not states that I must meet the "prerequisites", only "experience requirements", which are two separate paragraphs in the regulation.
Long story short here folks, do the license conversion through a state that has a lot of experience in the process. Clearly some states are novices at this process.