you must check the conditions for a marriage in Denmark. They are easier than in Germany but there are still some and as far as I know they are stricter now than some years ago. The authorities in Denmark must be sure that it is not a fictious marriage just for staying in Europe, they will check it. Please find the conditions in a serious source. Your certificates of no impediment to marriage and your passports must have enough validity time.
If your fiancee comes with you to Germany with a marriage certificate and wants to stay, the Ausländerbehörde would normally claim that she goes back and makes a proper visum procedure for family reunion in a German embassy in her country. In the moment nobody can be deported to Syria, so they can't force her to go there. (Only if she lived in some another country (Libanon usw.) it would be theoretically possible.) But anyway it can be difficult to get a residence permit.
One possibility is naturally an asylum application. But if a person doesn't have a residence permit in Germany for more than 6 months, this person can only make an asylum application personally in a first reception center for asylum seekers and then ask for transfer to a spouse. That means possibly staying in a camp for some time.
Please consult a good migration lawyer or an experienced councelling center in your place before you make steps. The online consulting can't check your individual case and each Ausländerbehörde is different in handling special cases.