Should I Apply for a Non-B Visa in Denmark or Opt for a 30-Day Visa Exemption Upon Returning to Thailand?

> I just spent 2 months in Thailand getting an English teaching certificate

I have no idea what this is. You need a bachelors degree (or equivalent) to teach in Thailand.

> I got offered a teaching job in a school starting May 15th

Sounds like a government school. Unless the contract was signed already, school is starting early July.

>Would you recommend to start applying for non-B visa in Denmark so that I can travel back to Thailand ASAP

Apply in Denmark, but not too early if the school allows it. You have 3 months from the time the Non-B is issued to the time it expires.

>Or should I go for a 30-day visa exemption upon arrival

You can not work on a visa exemption.