I always go for the shortest most convenient flight, avoiding several countries and multiple connection.There is actually an Aarhus airport but it’s small. Better for international is Billund and I am considering next time Billund to Bruxelles to SDQ.
However there is another option but with a longer flight.
If you are adventurous DF MEX is an interesting place for a few days or visiting other Mexican places.
You got the Belgium, Zürich, Madrid options as well.
LH- FRA to MEX 11:55 hrs
AM- MEX-SDQ 4:39 Aero Mexico