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Yes, I think you can claim it as a first for Denmark
GBIF shows it from Sweden and Finland and I have records of it from Romania, Norway and Lithuania (oddly not Estonia despite a detailed survey)
It's not surprising it is in Denmark, it's scarcity will be the reason it has not been seen there before. That and the likelihood that this is the season when they disperse widely.
Pigmentation is an interesting topic, someone should write a book about it in Diptera. The best I can find is a note about the genetics of pigmentation in Drosophila (Wittkopp P.J., Carroll S.B. & Kopp A. 2003. Evolution in black and white: Genetic control of pigment patterns in Drosophila. Trends in Genetics 19 (9): 495–504. https://doi.org/10.1016/S0168-9525(03)00194-X) Expression of colour can be variable, leading sometimes to the false erection of new species (e.g. Micropeza hispanica Bigot, 1886 who even back then reckoned it could be a melanic form.) I think all the antennal segments of N. nigricornis are supposed to be yellow.
Jere Kahanpää (Finland) did an online key to Micropezidae at http://www.elisan...dae/#nnigr