Correct option is C
The correct substitution is "On our arrival in Denmark."
Explanation: "Arrival in" is the correct prepositional phrase to use when arriving at a country. The phrase "on our reach at" is incorrect as it does not convey the intended meaning.
Grammatical Rule Used: "Arrival in" is typically used for countries or large places, while "arrival at" is used for smaller locations like a building.
Example: On our arrival in London, we visited the British Museum.