Will you be able to find work in Denmark? Or just your husband?
75% of women in Denmark work. Out of these, nearly 70% are working full time, 30% part time.
When we were living in London, there were plenty of things to do with children, primary age, and babies alike, as many women were sahms, or children were cared for by nannies/au pairs/childminders. There were parks and playgrounds, and plenty of classes such as crechendo, monkey music etc.
It is a bit different in Scandinavia, as most women work, children go go nursery from an early age, and fewer people avail themselves of nannies/aupairs etc. I dont know if it is also like this in Scotland.
I live in Norway, and there is nothing for children above 1 years of age (when maternity leave ends and kids go to nursery)
Unless you also plan to work, you may find that you are quite lonely in the day time, with few other women to get to know and spend time with.
It is not an easy decision to make, and I think you need to visit Copenhagen (it is a lovely city) and research a little what life in Denmark will be like for your family.
It is an adventure that is true, but you also need to find something for YOU, because you count. As well as thinking about whether your children will be happy and fit in (I am sure they do, children are very good to adapt) you need to think about what is in it for you, and if you are happy. If you are not, then it is not likely to be a successful move for your family.
I think it takes up to 2 years to be truly happy in a new place. I read it somewhere, I cant remember where. So if you do give it a go, you need to give it at least a few years. It took my husband 2 years to settle in and actually enjoy life beyond the arctic circle..... He has now joined the red cross mountain rescue team.