Country assignments at GPs do not come from Wizards. You are still listed in our system as Estonia.
Not sure where the Denmark listing for you at the GP came from. Perhaps from some information when you preregistered? Or perhaps tournamentcenter.eu has you in their database under Denmark?
Very strange, because you are under Denmark right now in Planeswalker page, which should be their database, but if they say that everything is ok, I guess it's fine.
Still, I would answer to their letter and point out that you should be under Estonia in PWP page as well.