I don’t know how the rules are in Denmark at the moment, but try to ask here http://www.vaabenhistoriskselskab.dk/index.php
click on ‘Kontakts’ and I am sure you can write in English.
I Switzerland there are some restrictions, but they are not too bad, if the weapon is antic – more than 100 years old, and you have to declare it on the invoice. Remember to mail a copy of the invoice to the buyer, as he needs it when the parcel arrives.
The last weapons I have received were send by FedEx, and they are very reliable – fast as well.