Nest thermostat e heat link replacing the old danfoss
If this is the Nest E UK thermostat (the same designation is used for completely different products in the USA. Nest's own documentation is not always clear which product is being referred to.)

On the Nest, there are terminals for Common, NO (normally open) and NC (normally closed).  In addition to these terminals you can also see the OT1 and OT2 terminals, which are used for OpenTherm. 

Ignore OT1 and OT2.

Connect Danfoss L Brown to Nest Common

Danfoss 3 ON (black?) Sleeved Brown to Nest NO.

Make sure that Neutral (Grey sleeved blue) and Earth (green/yellow sleeve) are tidied out of the way and cannot connect to anything.