My baby was going to be a girl too...
I understand that there may be some rascism towards the half caste child. Many years ago in UK there was bad feeling towards white women that slept with black men. It is not so bad now, but still some resentment. I think though, this is something you have to come to terms with and deal with. At the end of the day dare you giong to let other peoples attitudes dictate you own life? I think not.
I still think the best place for your girlfreind to have your baby is within the security and loving support of her own family. You may have beeter hospitals in Denmark, but she will feel very lonlely there, with only you and no-one else.
Good luck my mate, I wish you all the best.
My girl was going to be called Lucy, or Chloe...