> There's only one story that's been recently leaked to the media: The one about helping NSA to spy on domestic and allied political leaders.

Actually several (apparently unrelated) stories have been leaked. One story about an intelligence operative who have been jailed for joining ISIS undercover, and one about a potential security threat from children of ISIS-supporters in camps in Syria. The one about NSA mad a bigger splash outside of Denmark, but the other cases where arguably more embarrassing for the Danish government.