It very much depends upon where in Denmark your Krog-ancestors stem from. My line stems from the parish of Diernisse on the island of Fyn, fex, and only in the next parish over (Horne Parish) there is another totally unrelated line named Krog in the same way.
The Diernisse Krog´s are named after a farm called "Krogen" ("The Nook"), and I expect the same to be the case for the other Danish-descended Krog-families.
The von Krog´s are a totally different story, descended from a German noble family.
PS. Minor personal note: the farm my line of Krog´s stems from has been in the family´s possession since at least 1719. The last Krog on the farm died only in January.