The United Kingdoms (UK) decision to leave the EU means that as of 31 January 2020, the UK is no longer an EU member state.
The British government and the remaining 27 EU member states have agreed on a Withdrawal Agreement, which entails the terms of the UK's withdrawal from the EU.
Amongst others, the Withdrawal Agreement regulates your rights as a British citizen residing in Denmark during and after a transition period, which ends by 31 December 2020.
Further information regarding student grants, loans and support please go to the website of Ministry of Higher Education and Science: How does Brexit affect you?