There are no settings to filter community languages. Communities do not have set languages. Rather, communities have a set of allowed languages that posts may use. Your settings filter posts of a certain language, not communities. This particular post does not specify a language. Specifying a language for every single post is bothersome and most posts (even the english ones) do not bother specifying the language. It would be great if Lemmy had a way to set a default language for a community but that feature does not exist yet.

I suggest you simply block Feddit.dk as a whole instance, as that will effectively block all the communities here while still allowing you to see posts and comments from Feddit.dk users elsewhere.