1)you can register your marriage in Denmark with Indian consulate under provisions of foreign marriage act 

2) in alternative register your marriage in India under provisions of special marriage act 

3) 

• Application form duly signed by both husband and wife.
• Documentary evidence of the date of birth of parties (Matriculation Certificate / Passport / Birth Certificate) minimum age of both parties is 21 years at the time of registration under the Special Marriage Act.
• The residence proof of the husband and wife (Ration Card, Aadhar Card, ElectionVoter Id, PAN Card, or bills like Electricity Bill, etc.)
• Two passport size photographs of both the parties and one marriage photograph.
• Marriage invitation card.

4)

• An affidavit by both the parties stating the place and the date of marriage, date of birth, marital status at the time of marriage and nationality.

5) you should get marriage certificate apostled 

This service is available only in person at the Embassy. The bride and bride-groom, along-with the three witnesses, who are Indian Nationals with valid Visa status are required to be physically present and sign before the Consular Officer for solemnization/registration of the marriage.

As per section 4 of the Foreign marriage act:

Conditions relating to solemnization of foreign marriages.—

A marriage between parties one of whom at least is a citizen of India may be solemnized under this Act by or before a Marriage Officer in a foreign country, if, at the time of the marriage, the following conditions are fulfilled, namely:—

(a)neither party has a spouse living,

(b)neither party is an idiot or a lunatic,

(c)the bridegroom has completed the age of twenty one years and the bride the age of eighteen years at the time of the marriage, and

(d)the parties are not within the degrees of prohibited relationship:

Provided that where the personal law or a custom governing at least one of the parties permits of a marriage between them, such marriage may be solemnized, notwithstanding that they are within the degree of prohibited relationship.

Therefore you may approach the Indian high commission or embassy at Denmark and complete the formalities of registration of marriage as suggested above.

You can register your marriage solemnized in Denmark under Foreign marriage act, you may visit the Indian embassy at Denmark and fulfill the formalities that will be instructed by the authorities  concerned.

For your information the documents required are given below;

You can register your marriage under Special Marriage Act while you and wife are in India else you can go to the Indian Embassy in Denmark and get you marriage registered under Foreign Marriage Act, 1969. 

it has to be done in Denmark as marriage is solemnised in Denmark 

If the Indian embassy insists on the jurisdiction of the place of marriage then all your efforts will be wasted hence you may decide accordingly. 

- Since, you both are residing abroad , then you can register the marriage in Denmark as well under the Foreign Marriage Act before the consulate of India. 

- However , if you want the marriage should be registered in India then it will be registered under the Special Marriage Act before the marriage registrar a the place where at least one of the party resides. 

Documents Required for Registration of Marriage:

• The Notice signed by both the parties
• Receipt of fees paid along with the Notice
• Proof of residence of both the parties
• Proof of date of birth of both the parties, like birth certificate, educational certificate, passport etc.
• Affidavit of both the parties
• Copy of Passport of both the parties with valid Visa of the foreign national
• Two passport size photograph of both the parties.
• Documentary proof of staying more than 30 days in India of the foreign national.
• No objection Certificate or marital status certificate from the concerned embassy or consulate in India by the foreign national.
• Proof of residence and identity of all the three/two witnesses.

Dear Client,

In the process of marriage registration in Germany there are some legal formalities which are compulsory both in India and Germany. Marriages in Germany have to take place at the local Registry Office and some of the necessary documents include passports, birth certificates and proof of residence. The Indian partner must submit a ‘No Objection Certificate’ from the Indian authorities to the FDI. In case they prefer to get married in Denmark they have to adhere to different marriage laws. The Special Marriage Act, 1954 provides for the duties of civil marriage everywhere in India without any religion bar. Under this Act, a marriage can only be solemnized after giving thirty days’ notice to the Marriage Registrar in India, or giving a home address in India, during this period. Relating to Hindu or Muslim marriages, the Hindu Marriage Act, 1955 and the Muslim Marriage Act, 1961 whereas for the Christian marriages there is the Christian Marriage Act, 1872. To register at the Indian Embassy, valid passports, original birth certificates, and a recent Marriageability Certificate) from German authorities is required. In order to apply for marriage registration, an appointment should be taken at the Indian Embassy.

Hope you find this answer beneficial for resolving the dispute.