@ admire You will have to be here as soon as possible to be even able to apply for TPS. I do not believe you can apply from Denmark. You haven't said anything about your current VISA status for USA if you are able to come back or not. But even after that I would talk to a lawyer or someone more knowledgeable about immigration issues. I lack more information in that regards. But I can suggest one thing, if you give them PR for Denmark as a reason for leaving US I do not believe USCIS will accept that as an exception as they will see that as an option for you to go besides Nepal. Just my thought. I am not a lawyer so again I would still speak to lawyer or someone with better knowledge on immigration issues.
Once again good luck.