If you earn under 85k € in Italy, as a contractor (partita iva) you get a flat tax. You pay like 25 % Total, including social security ( hospital and everything).
You can live with half the Money you spend in Denmark I assume.
Maybe some small city near Venice (Bassano del Grappa come to my mind, they have cowork, good vibe-Diesel Company Hq).
Or going to Sicily, Costiera Amalfitana... But It would be for sure a culture shock. Less pricey, weak infrastructures.
Where are you from in Italy paisa'