Native speakers would phrase it as "critical Danish infrastructure." Commas are only used to separate coordinate adjectives that are equal in importance. Here, "Danish" gives us an immutable property of the noun which is more important that "critical" which is a statement of quality.
"Broken critical Danish infrastructure" is also grammatically valid since it's "(condition) (quality) (national association) (noun)"
As a native speaker, I’m not convinced by this.
I do understand why someone would (knowing those rules) write "Danish critical infrastructure", possibly for emphasis, but it's not - and take this word very loosely - correct.
[0] https://www.gingersoftware.com/content/grammar-rules/adjecti...
For example, power infrastructure vs water infrastructure. If you said "power Danish infrastructure" or "water Danish infrastructure", power/water don't make sense as adjectives.
Sometimes "critical" is a qualifier like "critical condition" but in this case, it's a quality.