These sites tells you all one needs to know about government/police accountability in Denmark. A few examples:
Several people died, about 10 years ago, between being arrested and arriving in prison. They were entirely healthy before, and showed signs of getting severely beaten. The state refused to even investigate the police officers involved, and none have received any punishment (or even had their names released). Needless to say, and I'm sure completely coincidentally, a judge ruled the "lack of perpetrators" (hah!) prevents the state from getting sued from any wrongdoing.
The Danish government abducts children based on the say-so of a single government employee that isn't even a psychologist (this is policy), then has on several occasions the police beat up parents that attempt to file a complaint.
The Danish government steals Jewellery of immigrants, and has that practice as a policy (there is no other valid word for the practice, despite that it's "legal". It's stealing. No question whatsoever)
Denmark police officers beat up refugees being deported, then brag about it on social media. Needless to say: the state strongly objects to any punishment for these police officers.
Let's just not mention what the Danish state did to Inuit Indians in Greenland, on many, many occassions, including recently.
https://sites.google.com/site/thedanishtrap/best-of-nw-mom
https://www.independent.co.uk/news/world/europe/denmark-jewe...
https://www.nytimes.com/2016/12/20/world/europe/denmark-refu...
The thing that you need to understand is that when push comes to shove, Denmark legitimately counts as a country where "this doesn't happen". Where the police behaves really well. That says a lot about how police forces and governments behave, irrespective of where they are and how they legitimize themselves. Denmark may not be the best country on police behavior, but it's probably in the top-10.
Every police force, every government, will abuse any power they have over people for the dumbest of reasons, every time, again and again and again. They must not be given one iota more power than absolutely necessary and need to be thoroughly checked at every turn.
https://en.wikipedia.org/wiki/Police_brutality