What I used to do in the past was simply use the Shift + Shift support provided by XKB directly. LShift+RShift went one way through a list of layouts, and RShif

What I used to do in the past was simply use the Shift + Shift support provided by XKB directly. LShift+RShift went one way through a list of layouts, and RShift+LShift went the other way: for the two most used layouts, I just switched left and right, and then I could find others. For your exact usecase, you can simply set setxkbmap to be executed on particular key presses instead (eg. "setxkbmap dk" will set a Danish layout; there are many more options and you can combine it with other things — this is basically used internally by all those layout switchers).