It's mathematically possible (but not likely) that you would have no DNA from her. The entire 50% you got from your dad may have actually come from your grandfather. Your results show that it's more likely that you got 10-15% of those Danish genes from your grandma and 35-40% from your Grandpa (allowing for a little Scandinavian from your mom's side). It's perfectly consistent with your genealogy.
Edited to show math.