You are correct, we do support Danish letters, however the issue may be with how they are being inserted. What I would recommend is typing up your content in a program like Microsoft Word and copying that over to the editor so it will catch those specific letters. You could also grab the HTML code for these letters and insert them into the code view where you want them to be. There may be a third-party website that will provide you with this information. Anything before HTML 4.01 is supported. This is not information supplied by Constant Contact but the information is consistent.
Let me know if these options work