The Danish air force is likely experiencing a buyers remorse about their batch of F35s.
Project is so far along that Denmark is probably stuck with them.
"The weak are meat the strong do eat."
For the record, I dearly hope it doesn't come to this, but right now I'm not sure.
It's electronic warfare capabilities have reportedly surprised Nato pilots in exercises before.
Maybe a cooperation with French (Safran) or British (Rolls Royce) industry could remove their reliance on the Americans? (Not suggesting overnight but over the next 2 - 7 years.)
Also, they could have bought European planes (Rafale).