You are welcome! It's pretty cool that we found Sophie Jensen's birthplace (and correct last name) in Hellevad sogn, Dronninglund herred, Hjørring amt, Denmark! It's usually not that easy.
You mentioned you have a bunch of stuff from Ancestry.com. Would you please post a transcription of:
1900 census with birth MONTH and YEAR given for each person
WWI draft cards for the boys born in Denmark (may say their birth place)
DEATH Record for Christen Jensen Aalborg
And would you let us know if you have the marriage certificates, death certificates, and obits for the offspring born in Denmark and whether their exact birth date (day/month/year) and/or birth place is noted?