Update - and a resolution.
I reset the TV to initial state. During the new setup I again chose Denmark as location. The result was depressing - still no keyboard. I then reset the TV again, and this time choose UK as location. Now I got the keyboard. Afterwards I set location back to Denmark, and voila, keyboard is working with Location = Denmark.
Note, that Danish is a support keyboard language, and can be added under General.
- Michael