Danish tax preparers do not know the US tax code. They do know the double taxation agreement. That's about it.
I strongly advise you to get a US expat tax service to do your US taxes if you have any non-danish source income in addtion to your danish income. The guy I use is: http://www.taxmandmc.com/
You do NOT have to use the double taxation agreement to pay danish taxes on your non-danish income. (Yes, Denmark like the US taxes you on your world-wide income).
You simply pay the higher tax (danish) and take tax foreign tax credits to offset your US tax liability.
Of course, many people don't declare this income, but i think that would be against the law.
Good luck,
mac