For these Nordic ones, it's usually pretty easy to download a copy of them from the online player (in this case DR TV) using youtube-dl on your computer. They're not geoblocked and there's no DRM.
I've just tried Dansk Melodi Grand Prix from last weekend in this way and it downloads fine for me in 1080p H264. The quality shouldn't be much different to the 1080i broadcast feed on 0.8°W, and has the benefit of not being encrypted!
For the Swedish Melodifestivalen, which works in the same way from SVTPlay - the web download is actually higher quality than the broadcast feed (for the picture anyway) as it's in 1080p rather than 720p!