I hope danishgenealogist (or some kind soul) will look up Valdemar's exact day/month/year of birth. Then you must supply that information from Canada (from his death certificate, family knowledge, military record...)
But most likely we have found him.
The Valdemar we found is traveling with the future wife you describe, and the Ellis Island ship manifest describes him as being born in Svensmark. That is strong evidence.
The information you gave fits. Remember, we've only posted one census record for his birth family, so the brother Christopher and sisters Bodil and Rigmor maybe already living out of the house.
Siblings Laurits, Karl Otto, and Kirstine are all there. (Kirstine is pronounced with "uh" at the end, like Christina.)
Johanne and Valdemar appear next to each other on the 1907 ship manifest. Valdemar is a farmer. Both are traveling to Exeter, Nebraska. Both are joining friend Peter Poulsen (?), Beaver Crossing, Box 2, Nebraska. She is noted as born in Helsingør; he is born in Svensmark.
Their friend's name Peter Poulsen is a little hard to read, of that I'm not so sure.
Check Ellis Island - free site - does not require registration - and you can see the whole ship manifest.