Should I follow up on anything with the Danish Tax Agency?

No. When you have filled out and sent the form to the correct pension company or financial institution, they will ensure that your contributions for 2024 are adjusted. They will also inform the Danish Tax Agency. Once the DanisTax Agency has processed the claim, you will receive a new annual tax assessment notice.
 
PLEASE NOTE: If you havn't received a new tax assessment notice within 14 days after the new information has been registered on www.tastselv.skat.dk under ”Tax Information”, you must contact the Danish Tax Agency to receive a new tax assessment notice.