mx.shared.smtp.dk has no CNAME records.
Question and response
Question
dig mx.shared.smtp.dk. NS
Answer
The response has no answer records.
Authority
smtp.dk. 293 SOA ns.dandomain.dk. hostmaster.dandomain.dk. 2025062501 14400 3600 1209600 300
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0