Writing from Spain but as far as I know this is for all eurozone countries, if the watch is coming from outside of Europe they would have to pay a customs duty which in Spain along with expenses etc comes to about 22.5%, in Denmark taxes are high so they would probably have to pay a big sum to receive their watches. I would either buy the watches in US and carry them myself to Denmark or just buy the watches either in Denmark or in Sweden. A Dane could answer better but if I were in your place I wouldn’t risk to send the watches from US. If you are going to buy from US maybe you can bring the watches yourself and send the boxes separately to avoid unnecessary scrutiny in customs and maybe pay taxes if you fail to convince the customs officer that you are not going to sell the watches in Denmark