Denmark probably lives in an apartment within biking distance of parliament and related offices. It's not huge or luxurious since he's on a government stipend (and they're paying for the convenience of being able to have him come in easily; I don't know a lot about rental real estate in Copenhagen, but I imagine the convenience factor plays a huge role in rent costs just about anywhere), but it's comfortable and he's dolled it up nicely. He used to have property outside town, but sold that off around the time Greenland and Faeroes got home rule (1970s or so) and hasn't really returned to the house lifestyle since.
He (and the other Nordics, depending) used to live in personal 'apartments' (suites) at whatever castle or palace from the formation of the Kalmar Union to its dissolution. Denmark probably stuck around at his own place, and Norway stuck around for a bit before going all Walden and moving out into the woods on his own territory like in the comics. Iceland also went back to his home turf, but got plenty of family visitors/requests for him to drop in; it was like he'd never moved out at all.
And waaaaaay prior to living at court, his bosses had him lodged with a host family of sorts. Probably stuck him with families that needed extra help (for whatever reason of personnel shortage) and he paid his way fixing stuff, farming, fishing, etc. Early Norse chieftains don't got time for that personified countries crap. (Obviously, this changed over a couple of centuries of him sticking around, barely aging, and people who'd seen enough of him were like "....oh. Shit. Maybe he's not just some crazy person, after all. Better do something official with this guy.")
Re: ITT: Headcanons
He (and the other Nordics, depending) used to live in personal 'apartments' (suites) at whatever castle or palace from the formation of the Kalmar Union to its dissolution. Denmark probably stuck around at his own place, and Norway stuck around for a bit before going all Walden and moving out into the woods on his own territory like in the comics. Iceland also went back to his home turf, but got plenty of family visitors/requests for him to drop in; it was like he'd never moved out at all.
And waaaaaay prior to living at court, his bosses had him lodged with a host family of sorts. Probably stuck him with families that needed extra help (for whatever reason of personnel shortage) and he paid his way fixing stuff, farming, fishing, etc. Early Norse chieftains don't got time for that personified countries crap. (Obviously, this changed over a couple of centuries of him sticking around, barely aging, and people who'd seen enough of him were like "....oh. Shit. Maybe he's not just some crazy person, after all. Better do something official with this guy.")