The peninsula that Denmark occupies is called Jutland. The Danish capital is not on this peninsula and a large part of the population does not live on the peninsula, so it simply doesn't make sense to refer to the peninsula as Denmark. Also, Reunion and Greenland should not be here because they are not countries (you even say that in the quiz) and this is a country chain. Besides those, please read the comment left by @uncapitalised
'Territory of Denmark' instead of 'Terrirory...'
'Persecuted the Hebrews' instead of '...Hebews'
'Former Chinese state' instead of '...Chines...'
'Neutral alpine country' instead of 'Alpine neutral...'
'Tiny African country between Eritrea and Somalia' instead of '...of...' & '.../...'
And possibly 'Mt. Everest' or 'Mount Everest' instead of 'Mt Everest' but that one isn't too bad