I think some context is being lost in a literal translation.

I think they mean secret as in unlisted where their records aren't accessible in public government databases. The same protection you would get if you were stalked for example.

No, it’s not just unlisted number and address. PET (Danish equivalent of FBI) by administrative decision has had her move out of her Copenhagen apartment and to an undisclosed location due to security concerns. Her and her family are literally under protection due to security concerns and this guy is stalking her kids trying to dox her.

What security concerns? Why would the Danish PM fear for her life just because her address is known? I know where my PM lives.

I get that it's a secret location now, but I don't understand in context if this activist is the trigger of the situation. An if so how can this be considered a threat.

Stalking falls under the broad category of harassment in my eastern european country. I feel as if this would be a non issue given an official police warning. At most.

Usually it is not a secret, but currently the prime minister and her family live at a secret address.