William,
As you work on the rest of the family, if you find them in the Denmark census in 1845 or later, the census will usually tell you what sogn (parish) they were born in. That will give you a location category to use.
If you send me a personal message with your email, I'll add you to the Project Denmark google group which will give you access to the spreadsheet we are using to gather the information needed to create sogne (parish) categories in Denmark. We don't yet have the sogne from Frederiksborg Amt in the spreadsheet yet, so if you need categories for other sogne than Melby Sogn in Frederiksborg, just ask and we'll get the categories you need created for you.