This is a Scandinavian and not just a Danish thing, but it was in Copenhagen where I first tried some salty liquorice sweets. These are available in all supermarkets. While they are called sweets, there’s nothing sweet about them. They taste incredibly salty (which I personally love). If you like salt and liquorice then Scandinavia is the right place to be.
I discovered Ga-Jol shots. Ga-Jol is a liquorice brand that produces vodka-based shots with added liquorice flavours. I bought a bottle of this black liquid with apple and pomegranate flavour mixed with liquorice. It only works as a shot and doesn’t go well with a mixer.