I don't speak Danish, but do enjoy a good scavenger hunt. This looks hard! There is a version of Baywatch with Danish subtitles, but after a dozen or more web searches, it seems most sets of this series are sold out worldwide, with the exception of the Australian release, which won't help you.
This Danish site http://www.dba.dk/soeg/?soeg=baywatch+dvd
appears to have what you want, but I'm not sure how it works. Perhaps it's like Craigslist? You're also going to have trouble finding merchants willing to ship overseas...but in the case of individual sellers like these, you may be able to charm them.
I hope that helped a little. Good luck!