thank you for joining us in the community.
As for your question:
1. you can process the documents in Denmark, if you think that it might be quicker the process itself,
2. once you get a date in Denmark make sure you cancel your process in Germany;
I would suggest you get in touch in Denmark with the authorities and first clearify if it will be sooner and then cancel everything in Germany.
I hope we could assist you, if you need further assistance please feel free to reach out to the community.