I am from Baltics, and as far as I know, situation is very much the same in all three countries (LAT,LIT, EST). We do not have any state funded transgender care, You can get diagnosis by undergoing a couple of interviews and tests with multidisciplinary expert commission (yeah, psychs and psychologists everywhere) and they confirm F64.0. With that You go to endo (and we have several endos skilled in HRT) and get prescriptions. The cost for blood works and meds will be on You, but on the side note, costs are nowhere as high as in Western Europe. We have a clinic which does SRS, btw, but they have not done more than 10 surgeries. Also, being post-Eastern bloc countries, everything can be also obtained by circumventing the above-mentioned system - if that is what You are interested ofc. No therapy, no counselling is available - unless You want to pay to educate Your general therapist.
No legal coverage either - legal lacunas as regards the procedures to change gender markers and legal genders (there is currently no legal procedure for gender change and thus authorities either deal with it on a case-by-case basis of You take them to the court). No protections under law either.
As a side note, general population is very much unaware of transgender people and if You are passing well or at least dont stand out then people might never figure You out. People just dont thing outside of male-female binary system.
I dont really know much about Denmark, but their recent amendments on obtaining gender marker change did sound pretty awesome - a simple notification and 6 months period during which You can change Your mind - afterwards that change becomes permanent.