Le Droit Humain has a Scandinavian federation with “6 lodges altogether – 3 in Denmark, 2 in Norway, and 1 in Sweden”. LDH is active in Norway since 1912 and in Sweden since 1918.
That would be København (Odin), Århus (Hermes) and Aalborg (Parsival) in Denmark. Find the website here.
The Women’s Grand Lodge of Belgium has two lodges in Denmark, Lilium (Odense) and Freja (Roskilde).
Maria Ordenen. This seems to be a Freemasonry-like organisation such as the Weavers are one in the Netherlands. Founded in Norway in 1916, working with seven grades with a more feminine symbolism and a distinctly Christian tone (as Freemasonry in Scandinavia has). There are 41 lodges in Norway, 15 in Sweden, 6 in Denmark, 1 in Iceland, 2 in Finland and 2 in Germany.