I suggest you look at the Thai embassy for the country you reside in to get your specific answer - a little bit of homework will save you waiting for replies on here.
without being rude, age will be against you finding work in Thailand. Not impossible but it's quite an ageist society when it comes to employment. Over 40 and you'll struggle to compete.
The short answer is no, you can't obtain an educational visa for the purposes of taking a Danish educational course even if it's online.
You can get an education visa (there're a number of requirements needed) and these do require you to physically attend an endorsed educational facility, the normal courses undertaken are obviously learning Thai language although you can also enrol with a Thai university for an undergraduate degree course for example.
Educational visas also require you to extend them every 90 days.
You can own 49% of a company, however you do not really want the other 51% to be owned by one individual. That 51% should really be spread across 2 or 3 individuals to protect your interests.
This article discusses Thailand Foreign Business Act and should be a good starting point for your considerations.