Thank you for the useful pointers, guys!
Gargleblaster: You are right, the instruction cannot be done in English.
EDMJ: Thanks for the tip, I've sent them a message. Regarding the schools in Jutland - this is not necessarily an obstacle, I can work 3 hours onboard a train on the way there. That is easily manageable for me if it's not every working day.
Gray Bird told me they have instruction in English but only commercial otherwise the exams are Danish, so I asked for clarification from the and also Danish Transport, Construction and Housing Authority because I need to understand what the reality is.
As for the training in UK:
It's a great thing that Ryanair flights to UK are dirt cheap (80-200 DKK to Luton, Stansted and Edinburg).
Do you have any recommendation of flights schools there with weekend or even better - distance/online, theory module?