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Hello Haarder,

Good evening to you too! Yes, this is Brachyopa scutellarus. It's the only species in your area with the yellow humeri.
Funny that this species is so rare in Denmark. Its widely distributed in Europe. Bartsch et.al. 2009 indeed give only three localities for Denmark.
In the Netherlands and Belgium it's also widely distributed: Netherlands: http://waarneming.nl/soort/maps/7782?from=1912-12-13&to=2013-12-13 and
Belgium: http://waarnemingen.be/soort/maps/7782?from=1912-12-13&to=2013-12-13
It may be overlooked in Denmark. If you search for deciduous trees with wounds in May you will probably find more specimens coming season.

Greetings,

Ectemnius