Falslev,
Your Danish doctor can prescribe medicine that can't be dispensed in Denmark? What does he recommend?
If the prescription is good in EU countries, what is keeping you from having it filled at a pharmacy in one of your close EU neighbors Sweden or Germany and either picking it up in person (looks like a short train ride or drive) or having it delivered? I just did a quick google search. Sweden may be more restrictive but Germany less so.