The Danes were on 12-under 128 after 36 holes in the pairs event at Michigan's Midland Country Club.
Australia's Grace Kim and American Auston Kim were also on 128 after firing a 61 on Friday.
Other duos sharing the lead were the Taiwan tandem of Hsu Wei-ling and Cheng Ssu-chia, Americans Ally Ewing and Jennifer Kupcho and the Thai pair of Jaravee Boonchant and Chanettee Wannasaen.
Teams play alternate shot in the first and third rounds and four-ball in the second and fourth rounds in the $3 million event.
One stroke off the pace on 129 were three other duos -- England's Georgia Hall and Charley Hull, Thailand's Wichanee Meechai and Pavarisa Yoktuan and Canada's Maude-Aimee Leblanc and Germany's Sandra Gal.
