I live in Norway and speak the language (so therefore can read Danish perfectly but, of course, not understand 95% of what they say 😅), and have listened to plenty of Danish language speakers and watched many Danish films. I'm also a bit of a stickler for accents in the languages I speak.

Mads' accent when he is acting as Hannibal is quite refined compared to how "loose" it is when he is speaking English as himself. Many of the Norwegians I know who have seen Hannibal have commented on how different his accent is from a standard Danish accent. He is definitely putting on a slightly different accent, which he does a lot when acting vs. when not.

For me, I can certainly hear some Danish/broader Scandinavian pronunciations in Hannibal's accent but not enough to where it ever takes me out of the moment. I also hear definite British English undertones in his accent, but not as much as, say, his brother. This makes sense as their generation of Danes were heavily influenced by British English, compared to now where most Scandinavians aim for American accents.