Why would this be a stretch to believe? Christianity was moving along with the Romans as they expanded their empire. St. Patrick was a Roman who had been taken in slavery by Irish raiders, then later became a priest to go back and convert the Irish. If Catholicism was in the British Isles by the 4th century, who's to say it hadn't made it's way to Denmark also? Perhaps a Catholic priest had been taken to Denmark as a prisoner by the 'Vikings' of the era, and began spreading the Faith. It's not far-fetched to consider it.
An even more likely explanation is that this was not of Christian origin, but Jewish. The diaspora spread far and wide, was more numerous at the time, and certainly had a longer time to get there.
Here, is a kabbalistic reference to the same time of item: