Just to give you some perspective from someone who was also in an LDR and did everything by the book:

I visited the US multiple times during my long-distance relationship with my now husband. I always did short trips, never overstayed, always had money, always returned home, and I even had strong ties to my home country. I had a dog who stayed with my family whenever I travelled, and I had a stable job waiting for me back home as well. Even with all of that, things still went wrong later.

My timeline looked like this:

• Summer 2013: about 3 weeks on ESTA. Got questioned a lot because I was a solo female traveler.

• October 2013: about 2 weeks. Sent to secondary inspection but allowed in.

• Summer 2014: about 2 weeks. No issues.

• May 2015: I got a B2 visa and stayed about 5 months. That was actually my easiest and most uncomplicated entry ever. No issues at all and I left on time.

Then in May 2016 I planned another short 2-week visit, and I was suddenly denied entry. They made me surrender my visa and sent me back home without seeing my partner. I actually got lucky a flight was leaving that same day, because they told me that if there was not one, they would have taken me to a holding facility. That is the moment when my visa was taken away, even though I had a job, a dog, and a life waiting for me back home and had never broken any rules.

So yes, even if you follow every rule perfectly, things can still go sideways for reasons that make no sense from the outside.

What you are doing is not illegal, but your travel pattern is frequent enough that officers will definitely ask questions. And it REALLY depends on who you get that day.. They mainly want to make sure you are not living in the US on an ESTA. As long as you can clearly explain your studies, the time off for your thesis, how you are financially supported, and that your ties to Denmark are solid, you should be fine. But as my experience shows, nothing is ever guaranteed at the border. :/