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Yes, there are some options (these are based on browsing Columbus Direct purely because they're the last travel insurance company I used for travel from the UK, other suppliers are available/may be better etc):
Get a single-trip policy with Denmark as your "Country of Residence". For example, http://international.columbusdirect.com/travel-insurance/single-trip-travel-insurance?countryOfResidence=DNK
Unfortunately Columbus aren't a good bet for you here, since you'll only have been in Denmark for 2 months:
You must have been a resident of this country [your insurance's 'Country of Residence'] for at least 3 months.
...but other companies might have different restrictions.
Get a single-trip multi-destination policy covering the whole four-month period, Denmark and France, with UK as your country of residency. This is probably the simplest option, but might not be the most cost effective. From their FAQ:
Am I still covered if I’m travelling to more than one country?
Single Trip policies: When you get a quote online, you will be asked to choose your destination from a drop down list on the first page of the quote. If you are travelling to more than one country, select 'Yes' to the question 'Are you going to more than one country?' above the destination box - this will allow you to choose from broader geographical regions, e.g. Europe or Worldwide.
Get a year-long multi-trip travel policy, for all trips to Europe, starting before you go to Denmark, with the UK as your country of residence. These are usually quite good value for money and will cover any other trips in the year. From the same FAQ:
Am I still covered if I’m travelling to more than one country?
...Annual multi-trip policies: Please select the geographical region which encompasses all of your planned trips when obtaining a quote online. If at any point during the year you plan a trip which falls outside the regions stated on your policy - please contact us to ask about amending your policy.
Get a policy from an international provider with no country of residency restrictions. This is a bit of a last resort option because this is a bit of a niche market and so it can be expensive. For more on this see From whom can I buy travel insurance if I don't “live” anywhere?
My personal recommendation would be the Europe year-long multi-trip option for simplicity and potential savings over the year if you travel again, and it also might help if travel-specific things aren't covered by your workplace insurance, for example, lost baggage when travelling between the UK and Denmark.
Alternatively you might prefer to shop around for narrower policies if you're on a very tight budget and won't travel again.