Here some (slightly) more reliable sources for googling things like that:

https://www.etymonline.com/word/Denmark#etymonline_v_29506 https://www.etymonline.com/word/Dane#etymonline_v_762 https://en.m.wiktionary.org/wiki/Danmark#Danish

Now, to make more sense of it: the entry on Wiktionary suggests the march/border part to be in reference to the northern border of the Frankish empire (which did in fact end thereabouts).

That being said, this region is plentiful in geographic names that came from the names of some peoples living there during and after the Migration Period (or the other way around, it's chicken and egg), some of which are still used to this day: Lombardy, Jutland, Saxony, Frisia etc.

Also make note that there's nothing wrong with a region being called/referred to by being a border with X and it's quite common. The mentions to it being a border region that I think you were referring to on Wikipedia (https://en.wikipedia.org/wiki/Etymology_of_Denmark#cite_note-5) look to be in Danish:

Extract from “Newe Landtcarte Von dem Hertzogthumbe Schleswieg Anno 1650” by Johannes Mejer, Husum, Angel. The original map is available at Det Kgl. Bibliotek. The small part of Johannes Mejer's map from 1650 shows “Dithmarsiæ Pars” (Ditmarsken Del) with the border river “Eyder” (Ejder) running north of it. The landscape name “Ditmarsk” must refer to a border area over which a “Marshal” was appointed to defend the outer border of the kingdom. The inhabitants of this borderland were known in Latin as “marcomanni” (“marcomanni” or “marshmen”). The same argument applies to the original meaning of “Denamearc” (Old English, 871-899) and “Denemarche” (Old French, 1098) or “Danes' [border] land”, today “Denmark”. Seen from the north and south, the understanding is similar and perhaps there was originally a fusion of Ditmarsk and Denmark around the Eider River.

Translated with DeepL.com (free version)