Here is an implementation of using accents in permalinks which will do the trick. You just have to replace the swedish accented characters with the danish ones. If youre having any trouble let me know(and provide me all the characters you need) and Ill do that for you.
I had the same problem with swedish permalinks. I used a mu-plugin, removed the sanitize_title_with_dashes filter and added my filter which replaces the foreign characters with their utf representation. It sounds more complicated then it is actually. You can check the full manual of using accents in permalinks here
You should have checked “DROP TABLE / VIEW / PROCEDURE / FUNCTION / EVENT” when exporting the database with phpMyAdmin. If you manually drop the table, recreate an empty one and then import your CSV/SQL with phpMyAdmin it should work.
Other solution would be if you have XAMPP/WAMP installed import the database there, and then export it with the DROP option checked.
