I think the UA for the Danish should be the "Sound Toll" (Sundtolden) which should provide some kind of trade bonus.
For leaders I would much prefer to see someone a bit later than Knud the Store (Canute) as he seem more affiliated with Viking or Norse civilizations (in mods and in earlier civ games). Perhaps Valdemar I den Store (Valdemar I the Great), his son Valdemar Sejr (Valdemar II the Conqueror) or maybe one of the many Chistians.
I also vastly disagree with using Berserker as the UU, as again, this is more of a Viking/Norse thing (as opposed to Danish)
Some suggestions for UU/UB:
UB Torv, replaces Market.
UB Domkirke, replaces Temple
UU Jutish Dragoon, replaces Cavalry
UU Royal Life Guard, replaces Musketman