I'm not sure who would recognize Greenland if it unilaterally declared independence. EU probably not. It's not like there are human rights violations or anything going on in there, so they kind of lack a serious reason to split.
To me it looks like the only way for this to happen were if Denmark agreed (like Scotland), maybe under international pressure.
Unlike Scotland, Greenland is not part of the EU. The correct way to think of it is not as a part of Denmark but as a separate country under the same queen. Similar to the Dutch Caribbean territories or the British Channel islands.
Greenland voted to leave and become an OCT all Greenlandians are still EU citizens but Greenland is not part of the EC or EU.
EU territories are unot quite complicated often by design as most of the non EC/EU ones are effectively institutionalized and purposeful legal loopholes.
Greenland isn’t one of those cases really it was just financially non viable for them to be a part of the EC.
To me it looks like the only way for this to happen were if Denmark agreed (like Scotland), maybe under international pressure.