Hi
The tax treaty between the UK and Thailand, does not include an article on pensions.
This means that there is no tax relief available on your UK pension, so it remains taxable in the UK. As a national of Denmark, you are entitled to claim personal allowances against your pension payment in the UK.
You should write to:
The Inland Revenue Department,
Ministry of Finance,
Bangkok,
Thailand,
to claim a credit of up to 100% of the UK tax paid, to set against the Thai tax payable.
Please have a look at the guidance at:
DT18650PP - Double Taxation Relief Manual: Contents - HMRC internal manual.
Thank you