Hi,
no it is not possible. One of the requirements for being eligible for Unemployment benefits ("Dagpenge") is that you was living in Denmark the day before you started your education and again at latest 14 days after you finish your education (graduate).
This requirement applies regardless of it is a danish or international education, and regardless of where the school is located.
So if you will continue to stay outside Denmark, also after graduation, it will not be possible to receive dagpenge.
Best regards,
Anders, www.a-kasser.dk