There are no known restrictions on Sender ID to Denmark.
As of Nov 1, 2018, messages that contain bit.ly URL in the content may be filtered out and blocked by certain operators. Apart from that, there are no additional content restrictions beyond those in our Acceptable Use Policy
Other features/restrictions of note:
As of 3rd February 2014, Telenor will start filtering all SMS arriving to their SMSC via international routes. This will NOT affect Nexmo since our traffic arrives via direct connection to the Telenor SMSC.
You may also notice that our SMS numbers for Denmark are not the standard long virtual number format. They are in fact short codes, although the name would suggest otherwise, this means they are longer than the standard numbers associated with Denmark.
This does not affect delivery and will not have any knock on effects for the end user.