I am not sure I fully understand your current status. But for being able to transfer unemployment benefits, when searching for job in another EU-country for up to 3 months, you must be eligible for Unemployment benefits ("dagpenge"), this means you must meet all the requirements for being eligible for dagpenge.
I assume that you are an EU-citizen, because otherwise you can not transfer dagpenge to another EU-country. The residence card you get as an EU-citizen is not nessasary for being able to work in Denmark. In this way you can also receive dagpenge, because you are available for the labor market.
The EU-residence card is not nessasary for applying for dagpenge, or PD U2 form.
EU-citizens are free to move between the EU-countries and work without special work-permit. The EU residence card is only a proof of these rights. However its good to get the EU-card because you need to show it to the kommune if you want to have a CPR-nr. and healtinsurance-card.
So, if you meet the requirements for being able to transfer dagpenge to another EU-country, then you can apply regardless of you have a EU-residence card.
Anders Weber, www.a-kasser.dk