Thats what doesnt make sense. You can see here they acknowledge that they did ask for 3 month utility bills and proof of payment but they still rejected..
https://imgur.com/a/VRwYsvznothing makes sense lol
Umm... The Denmark being banned region aside, what did you submit as a proof of address? It is a utility bill and a proof of payment of those bills, right? And suppose it was, have you tried other documents as suggested?