Danish rationale direct from the horse's mouth.
The Danish Health Authority’s decision to pause the COVID-19 vaccine from AstraZeneca remains in effect because the assessment of the use of the vaccine in the Danish vaccination programme against COVID-19 is still ongoing.
www.sst.dk
Perhaps some of the context to this is that Denmark has a death rate ~5x lower than ours across the whole pandemic and even today has a death rate 5x lower than ours - they're not watching their elderly folk die.
So the risk of side effects might be seen as relatively more important than COVID deaths, which they have very well under control without extra vaccines.
Again, not saying they are right, but trying to understand why they might take a different stance.