I have a school friend who is of Indian descent who also lives in Copenhagen and has a different experience of the place than I do. There is constant reference to 2nd and 3rd generation immigrants causing social problems and an underlying mistrust. If you are a 3rd generation immigrant Dane then you are just a Dane as far as I can see. You can also look at the rise of the Danish Peoples party who are pretty right wing on these things.
I went to school in Coventry and to me I would say that the Danish middle class is significantly more racist than the English.
I am not saying that racism doesn't matter, I am merely saying that it will not directly affect you if you look Danish as I am lucky enough to myself
I don't know about how you pay the car import duty, but I know tha IF you move your "life" here then you will have to pay it, there aren't really any loop holes otherwise everyone would abuse them.

