I can't stop thinking about you and your dilemma, OP.
You could move to Denmark now, with water-tight, iron-clad contraception, and see how you get on. You might love it. You might pick up the language, find a great job, make lots of friends and start new hobbies.
You will also see your boyfriend in his home environment. See his family dynamics over more than just a week. I didn't pay close enough attention to my ex's family dynamics (we didn't live near them, the language/culture barrier was still there in the early years) and in hindsight I really should have done because they were very telling.
You'll get a feel for how things work in Denmark and get to judge for yourself whether it's the place where you'd like to spend the rest of your life.
I think you'd need to give it a couple of years to give the newness a chance to wear off and the reality of daily life to sink in. You'd also need to see how the relationship develops in the new context. The dynamics will certainly shift as you risk becoming more dependent on him, financially and socially. You'd need to do your best to make your own friends and have a job that could support you and any future children, should you decide to stay and then later down the line split up.
Then, and only then, would you be able to make a decision about where you can see the rest of your life.
At that point you'd be on a more equal footing, having both experienced the other's country.
However you may find that you still feel the way you do now, only you'll be two years older.
Breaking up and starting over then won't be any easier than now. It would arguably be even harder as you'd have to move back home, look for a job etc. You will probably be in even deeper with your dp by then and might find the sunk costs fallacy will keep you in Denmark, even if it's not what you really want.
But it is probably the only way that I, personally, would be prepared to consider moving to Denmark.
As Loopytiles says, don't start trying for a baby until you're sure.