Acccording to the UK incoming passenger list he did on the steamer Jervis Bay.
Looking at the page underneath where he is supposed to fill his proposed address in England he has written 'Capella Angel Denmark'
He travelled 3rd class and the only other passenger to board in Brisbane was Jens C BOCHER and he was headed to the Scandanavian Sailors Home in London.
All together there were 5 danish passengers onboard. 2 boarded in Q/land 2 in Sydney and 1 in Melbourne.

Name: Claus Ehmsen
Birth Date: abt 1858
Age: 68
Port of Departure: Australia
Arrival Date: 19 Jun 1926
Port of Arrival: Hull, England
Ports of Voyage:
Brisbane
Melbourne
Sydney
Adelaide
Colombo
Southampton

Ship Name: Jervis Bay
Shipping Line: Australian Commonwealth Line
Official Number: 150187

I just printed out that record and magnified it
It reads- CAPPELN ANGEL DENMARK
also where it says "Country of Intended FUTURE PERMANENT RESIDENCE"
and they give options. He ticked 'Foreign Country'
Cappeln- that's nearly 400 clicks from Denmark.

Anyway, up to you now, can't help you any more. 68 years old maybe he was going home to spend out his last years.

Thank you greatly. This has been a family mystery as there are websites that said he died in 1922 but then we heard he applied to go home in 1926. On his application for citizenship it said he was a good worker but was a bit slow on account of being serverly beaten when he was a young boy. It implied he suffered from mental illness. Well I can now give some clues to my cousin who is his gr, grandson.

Thanks again

If you want the copy I took, from the ships passenger list book.
pm me with your email address. and I'll send it..They may want to see proof.