They were Romania and Bulgaria, the two countries where - you guessed it - most of the Romani people, colloquially known as Gypsies, are from. The rest of the EU, for a very long time, denied these countries equal Schengen access precisely because no one else in the EU wanted Gypsies in their countries. Precisely because of the disrespectful behavior they display when they set-up shop somewhere.
DHH did not call for them to be shot, he expressed that he would like to deport homeless vagrants who were not Danish citizens. If vagrancy is a crime, then deporting a criminal is not a controversial stance. It is, in fact, standard operating procedure for any nation-state in the world that can afford to do so.
However, his language and rhetoric to invoke shooting wolves (a dangerous and feral animal) in the same sentence (essentially) as deporting Gypsies is, at a minimum, dangerous and irresponsible as it can encourage vigilantism and civil violence where people can take the law into their own hands. It would have been better if he had moderated his language, however strictly speaking - this does not quality as 'literally calling for ethnic cleansing', especially when in the context of deporting non-citizens of a nation state who are accused of criminal activity.
[1] https://home-affairs.ec.europa.eu/news/bulgaria-and-romania-...
https://world.hey.com/dhh/wolves-sheep-and-gypsies-ba44af6a