Special Character in Application Shortcut on Danish keyboard?
This doesn't directly answer your question, but if all you're trying to do is trigger a certain menu item with a keyboard shortcut, you can simply remap the shortcut in Keyboard preferences.

Go to  > System Preferences > Keyboard > Shortcuts, click App Shortcuts in the left-hand list, and click the + icon at the bottom left corner. Type the name of the menu item you'd like to trigger and how widely accessible you want the shortcut to be (in one app or the whole system), and assign a shortcut which can be natively typed.