Thank you for your question. I believe your wish is not without a solution, with a bit of creative thinking.
Here are my ideas (from the practical to the audacious):
1. There is a scheme according to which you may be granted a work and residence permit if you are an artist. Filmmakers qualify (the definition is large enough). If you find a Danish company which wants you for a movie, or a long-term collaboration, you can get that permit, which opens the way to permanent residence after 6 or 4 years (shorter if you learn and give a Danish exam, are employed on a high income and pass an active citizen exam). Details here.
2. If you pursue a Master's or a PhD in Denmark, and can support yourself during it, you can get a 2 year card, which can then be extended under one of the other rules, including finding a job there. Details here. The subject matter does not count.
3. You can apply for a Start-up Denmark visa, if you have an innovative initiative, and the funds to pursue it. Details here.
4. You could marry a Danish person and remain there on family reunion.
5. You should consider settling in any other EU country first. Once you have permanent residence in any EU country, you can settle in Denmark freely, exercising your EU rights of free movement, employment etc. I cannot possibly list every country in the EU's entry arrangements. Some are based on investment, some on employment, some even allow it based on doing nothing while supporting yourself out of private funds. Given the amount you have put forward, I would gladly check for 1-2 countries. Please don't say UK. They just voted for Brexit and it is likely residence there would not count. I could suggest Romania, because it falls in the 'any reason while you pay your way' camp, and I personally know the bureaucracy there. But it's an unfamiliar language, and you wouldn't find much gainful work there, or for reasonable salaries.
Do think about it, and tell me if you have further questions.
I hope my answer was useful and look forward to your rating, which is essential to my activity.
Dr I L Vlad