Hi,
according to the Nordic Convention on social security and EU rules about social security coordination, you can transfer acquired rights from A-kassa in Sweden to a danish A-kasse. This apply whether you are an EU citizen or a non-EU citizen.
However if you have not been member in a danish A-kasse within the last 5 years you must perform work in Denmark for 296 hours within 3 months before you can ask the A-kasse to transfer your insurance period/working period from Sweden (PD U1).
You must join a danish A-kasse no later than 8 weeks after you have stopped membership in the swedish A-kasse. We recommend to only stop membership in Sweden when you are sure that you have become member of a danish A-kasse.
You must only be member/insured in one country at a time, and that is the country where you phsycially work. In your case you must be member of a danish A-kasse (if you work from home in Sweden I assume that your home work counts for less than 25% of your total working time). And you must cancel membership in the swedish A-kasse.
When you have signed up for a danish A-kasse (it can be done online), you can send them the PD U1. However the danish A-kasse should also be able to get the information by using EESSI (Electronic Exchange of Social Security Information). The danish A-kasse will then ask the swedish A-kassa for a SED U002 (insurance periods) and a SED U004 (working period/income). We recommend you also get the PD U1.
Let me know if you need further information.
Best regards,
Anders Weber, A-kasser.dk