As an Indian citizen, just wondering if its faster that I move to Denmark, stay for 9 years and get Danish citizenship. From there move to US on H1B and convert to green card.
This would be faster than waiting for the priority date for Indians
The priority date is based on the place of birth of the applicant (or spouse, if they're different and the queue for one is shorter than the other). Moving/acquiring citizenship in another country doesn't affect it. See the USCIS:
Chargeability is usually determined by country of birth. Exceptions are made to prevent the separation of family members when the limitation for the country of birth has been met.