1. Since she is from Denmark, she is visa exempt but if she wants to stay longer than 6 months as a visitor, she must apply to extend her visitor status, see
http://www.cic.gc.ca/english/visit/extend-stay.asp2. Spouse outland = 41 days in Mississauga, see
http://www.cic.gc.ca/english/information/times/perm-fc.asp and then to London, see
http://www.cic.gc.ca/english/information/times/perm/fc-spouses.asp#europe where 80% of cases are done within 8 months.
Spouse inland = average 9-10 months for first stage approval and another 9 to get PR, see
http://www.cic.gc.ca/english/information/times/perm-fc.aspIt is not advised to travel outside Canada during an inland application because if for any reason she is denied entry, the application goes out the window because it is a requirement of inland that you are living in Canada. Still, people who are visa exempt usually get away with it. However, since London has a relatively short processing time, she would most likely have her PR already with outland before she would even have gotten first stage with inland.
3. You would send your complete application package for everything to Mississauga. They will send it to London when they are done with it. It is only with inland that she would be able to get an open work permit and health care after first stage approval. It doesn't hurt to ask about health care though. It may depend on the province.
4. If she is from Denmark, her application must go to London, see
http://www.cic.gc.ca/english/information/offices/apply-where.asp