Dealer Claims It Is Danish, Or Is It?  

No idea what it is or where it came from. I say if you like the look and the price is right, buy it.

It's a handsome lamp. I've seen gray cased glass pendnats that were certainly Danish in origin, and I've seen many, many wall mounted lamps with brackets/ arms like that one. Some were teak and the construction looked Scandinavian, others were wood with a dark stain which could have been from Denmark, the US, or anywhere really.
Without any attribution, I think it's one of those pieces with a good look which if you like it, and the price is fair, just buy it and enjoy it.
 

Try doing an internet search for KASTRUP GLASVÆRK and see what that throws up.
They made lots of coloured glass pendants

I don't know about the glass pendant, but the wooden wall mount looksalot like the design of Uno and Östen Kristiansson (Swedish designers, not danish).
I have never owned one of these lamps, but I think the original are marked with "Luxus" (The name of their company). Hope this helps.