https://danskfjernvarme.dk/viden-vaerktoejer/udgivelser/taen...
https://danmarksdagblad.dk/article/datacenter-paa-15-million...
https://pulse.microsoft.com/da-dk/transform-da-dk/government...
I don't think anywhere would want to be entirely reliant on a single datacentre, at least not at the scale of district heating use in Denmark.
(I gave some pages in Danish, you can search "Denmark datacentre district heat" yourself if you like.)