1. The biggest "contentedness" aspect imo is not only people's economic position, but extraordinarily high confidence in it. To compare with neighboring Germany, Germans are economically not much worse off, and their poverty rate is only moderately higher. But middle-class and especially lower-middle-class Germans feel much less secure about their status. In Eurostat surveys, something like 10-15% of Danes report worrying that they or a family member might fall into poverty, but it's ~40% in Germany (and higher in other parts of Europe).
2. I haven't found this part to be at all true: Newspaper editor Anne Knudsen had an interesting theory relating to why the Danes continue to respond positively to happiness surveys: “In Denmark it is shameful to be unhappy,” she told me.
It's possible this isn't what she means, but in my experience Danes are much more likely to be open about things like being treated for depression than Americans are; it's still seen as shameful in the US to a much greater extent. The social system also supports it, e.g. students or employees sometimes take off time due to mental-health issues or stress, and are usually pretty open about it.
3. I don't find the "Jante Law" particularly useful as an interpretative device for understanding Scandinavian society, at least in the big cities (I've never lived in Herning or Randers or such, so can't speak to them). The novel it comes from is mainly a satire of small-town mentality of the era it was written (the 1930s, when most of Scandinavia's population lived in such towns). Some parts are distinctively Scandinavian, but in my opinion most are not. For comparison, read Sinclair Lewis's 1920 novel Main Street, a satire of American small-town mentality, and you'll find a very similar mentality being parodied. And you still find it in the U.S. quite a bit; there's a deep suspicion in smaller town and rural areas of people who are perceived as thinking that they're "better" than their roots.