I cannot help you with your specific problem, but it's relatively easy to
generate a Kindle dictionary from a tab-delimited word list.
The problem is finding a decent free Danish list. For Swedish there's
Folkets lexikon. but there doesn't seem to be similar Danish list. (You can also convert StarDict dictionaries and many other dictionary formats with
pyGlossary to and from tab-delimited files.)
If you somehow managed to create an English-Danish Kindle dictionary, you could make it the default dictionary and wouldn't have to copy words.