It will probably be necessary for you to search financial support for travels and stays abroad outside AU.
Here are links to a few private foundations where you can apply for such funding.

Augustinusfonden

• http://www.augustinusfonden.dk

Oticon Fonden

• http://www.oticonfonden.dk

Knud Højgaards Fond

• http://www.khf.dk

Nordplus

• http://ufm.dk/uddannelse-og-institutioner/tilskud-til-udveksling-og-internationale-projekter/programoversigt/nordplus

Lundbeckfonden

• http://www.lundbeckfonden.com