Hola Alejandra y Mikkel!

If Alejandra gets a Schengen visa to Spain she will be able to travel to Denmark on that visa to visit you.

If she is acceptet at a danish university at the time she finishes her studies in Spain she should be able to get her visa extended and go to Denmark. It is possible that she will have to go to Colombia to make the extention but not sure.

She will not be allowed to stay in Denmark after her studies unless you get married (and are both over 24).

Sadly the rules now makes it very difficult to stay together in Denmark.

Best of luck with your search for options! Please bear in mind that advice here is not professional! Look at the other sources as well and contact the organisations and government offices to verify.