Unfortunately you do not mention when your Gade relative was born.
I can, however, tell you that a brother to my mother´s father was called Niels Christian Gade (Nielsen). He was born in Ringe, Fyn the 7th of April 1898, which may be too early for you?
I do not know if he emigrated.
The pronounciation in Denmark is like this: you say "gather" - take the "r" away - and you have Gade.