Hi,
In general, to receive unemployment benefits from a danish A-kasse, you need to stay in Denmark. However, under certain conditions you can go to another EU country to look for work and continue to receive your unemployment benefits from the danish A-kasse.
This job-search rule says that you can keep dagpenge form the danish A-kasse for up to maximum 3 months, while searching for job in another EU-country. You can read more about the requirements here:
https://www.a-kasser.dk/transferring-unemployment-benefits/
Best regards,
Anders Weber, A-kasser.dk