I am guessing the Danish oil is already darker than the blonde and platina shellacs I usually use. Garnet shellac is much darker, but my experiments have taught me that it is also harder to get even color with it.
I haven't used oil finishes much, but a quick look at the web suggests that shellac would go over it well, as would poly, in both cases providing that the Danish oil (DO) based finish is absolutely, totally, fully cured. So two ways of getting it darker that I can think of would be:
1) Platina or blonde shellac that with some alcohol based dye added to darken it. My next color experiment will be to try this on a bass body...but since I haven't done that yet, I can't say how well it works from direct experience. That said, I have read that it is easier to get an even color using dye with clearer shellacs than to use the naturally darker shellacs.
If it were me, I'd do a practice run making a DO/dyed shellac/DO sandwich. I think if all you are doing slightly darkening the finish this should work well. The practice run would be to get the color right before applying and to make sure I could get it even. The good thing is that shellac is a go-to product for putting between other products, and reactions are rare so it should be happy to cover DO and be covered by DO.
2) Use a gel-stain where the gel is poly. I have used CraftNique gel stain & glaze over the top of a poly finish with pretty good results.* As long as your DO finish is totally cured, it should work fine. They used to sell this premixed at a reasonable price...but I can't find it on their webpage. Probably prohibitively expensive to ship from the US anyway. But there are gel stains in Australia... "Boom Gel Stain" for example. Dixie Belle or No Pain Gel Stain... You could ask the mfg's to see what they are made of. What I do with US products is get the Safety Data Sheet (SDS) to see if there is poly in it... So I know that the "gel" in CraftNique is poly... Do Australian mfgs have to include something like that?
CraftNique is a water based gel stain, which is the only kind I would use if you intend to put DO (or any other oil clear coat) over it. Putting an oil based stain over DO and then putting an oil based clear over that is asking for trouble. You could wall them off from each other with shellac...but if you are going to do that you might as well just go with option 1.
* I should note that my "pretty good results" were with using a water based poly top coat over the stain. This is the one-and-only time I have used BriteTone from Crystalac as a top coat...but may not be the last time ;-)