I'm sorry to say, that this is kind of a known issue. Unfortunately we cannot test every language environment and keyboard layout, so we decided just to provide configurations for english keyboard layout and language environment. If you'd like to have the configurations for a danish environment and keyboard layout you have to modify the provided configurations to fit this layout.
For example create a custom configuration and enter the shading command as it should be...
... and save the configuration.
Open this configuration in a text editor and search for the keyword BUTTON_CHARACTERS. Have as look at the shading command sequence you typed. Now edit the default configuration's macros to match these key codes.
If this doesn't work for you, please let me know! You can also write a private message, if you like.