Hi Sue, Mortensen and Jensen are common names, and Danes and Swedes interact a lot (I have a cousin who commutes daily to work from Sweden to Copenhagen.)
It may be your husband’s father is Niels Peder Knudsen Nielsen who married Wilma Robinson? According to an online family tree (not verified by me), Niels Peder Knudsen Nielsen was born in 1889 in Najbjerg, Timring, Ulfborg, Ringkøbing, Denmark. He immigrated to the USA.
You might start a thread of your own to focus on your question. Good luck!