"Only with the threat of violence removed could communication between leaders become effective. This unwritten code was made into law in 1780, when England adopted the Diplomatic Privileges Act. This act granted total immunity from both criminal prosecution as well as civil suits, so that ambassadors and their families could exercise the native country’s diplomatic mail, without fear of repercussions from the host country."
taken from
http://www.immigration-world.com/interes…matic-eng.shtml
So while it wasn't until the 60s that this was made international law with the Vienna Convention, before that it was an
unwritten code. I'm not sure who (besides the ambassador and his family) exactly would fall under this unwritten code, but I wouldn't be surprised if a Charge d'Affairs (who is, as Pengolodh said, a highlevel official) would also fall under that.
So while they are not breaking an international law, Nordmark and Denmark would be violating this unwritten code, that has been around since the ancient times.
Walter