Well, I’m your guy.
The Danes (after the Viking era of their history) unified under what the Frank’s called kings, although we don’t have a definitive answer on what the rulers were called. The Danes were also christianized around the early 900s, leading up to their modernization. Written documents show that Denmark (with it’s proximity to the HRE) began adopting things such as pikes, artillery, walled cities, and even royalty.
For a time, all was calm in the Danish Kingdom as they slowly grew closer to nearby cultures. They built up their strength and diplomatic influence to the point where all of Scandanavia united under Queen Margaret I. The Queen saw Denmark as the superior nation in this alliance. This subsequently led to Sweden leaving and joining the union continuously.
Eventually, there was a civil war leading up to Denmark and Norway being the lone members. This is when Denmark adopted pike and shot, and where AoE4’s history ends.
The units the Danes would have is probably two-handed axe infantry, some sort of Germanic polearm, and some sort of two-handed sword infantry. The Kingdom of Denmark was very similar to the HRE at this time period unfortunately, so the time period would have to be quite conservative.
The only way the devs could successfully implement a unique Danish faction would be them from the 800s to the 1300s. In the dark age they would have primitive two-handed axe infantry (raider). In the second age they would get longships, a naval transport that holds 30 men. They would also have access to a sort of berserker unit. In the third, they would probably be in the conversion time period. This means their berserkers would change durastically from an axe shock troop to a sword-wielding MAA type unit. The raiders would most likely switch to a polearm with a blade. In the fourth age, their christianization, they would unlock monasteries and religious units very late. Berserkers would be completely transformed into an elite MAA. Raiders would turn to some sort of heavy polearm unit with a halberd or a billhook.
The cavalry of the Danes would be very limited. They would most likely have the basic horsemen and a unit with shields and swords. They would both be unlocked later than most civs and lack until the latter age. I think it’d be cool to have a raiding civ that transforms over time into a heavy-armored shock civ.