I have a Danish startup visa and happy to answer questions.
One thing re funding I wish I understood before I moved here: Europe has no favoured state laws which prevent governments from unilaterally propping up local companies, startups are no exception. However, there is a "no one cares" de minimus limit of 200k euros. Any published funding accompanying a startup visa will come out of this amount, and in practice there are many other schemes to receive money up until the 200k limit. Beyond that you start applying for European wide funding schemes. I'd choose your destination on other factors, since all state money is subject to the same limit.
Dane checking in here. On your last question, I'd say meetup.com for professional network, and if you enjoy any sports, join a club.
I had a friend from Spain who struggled for almost a year with socializing with us cold Scandinavians. That is, until she joined a Kendo club (is that what it is called? The bamboo sword thing). By the end of her two years here she didn't want to leave.
Theoretically 5 months (3 months to is the business panel, 2 months to apply for the visa). Took me 10 months because I didn't quite get everything perfect the first time.
If you've worked in SF or NY I'd say you're almost guaranteed acceptance. Otherwise I've heard it's pretty hard to get, and it will come down to your credentials and business.
One thing re funding I wish I understood before I moved here: Europe has no favoured state laws which prevent governments from unilaterally propping up local companies, startups are no exception. However, there is a "no one cares" de minimus limit of 200k euros. Any published funding accompanying a startup visa will come out of this amount, and in practice there are many other schemes to receive money up until the 200k limit. Beyond that you start applying for European wide funding schemes. I'd choose your destination on other factors, since all state money is subject to the same limit.