You are making life difficult for yourself. Use another mode of transport.
I had friends who tried exactly this. Used to North America, where the default option going anywhere is to fly to the nearest airport, they tried to get to Exeter airport (from Toronto) and found that the routing was extremely convoluted. They asked my advice.
My advice was that everyone going to a small town in the UK flies into a major airport and then takes ground transport to get to their destination.
They found that getting to Exeter involved a flight to Heathrow and then two or even three more more flights. This is because Exeter is a small airport and so doesn't have direct connections to Heathrow (since Heathrow is an expensive airport to fly to). Exeter only connects to other small airports. hence the need for at least 2 more flights. You are seeing the same thing.
Your best approach by far is to land at Southend and then take a train to Exeter.
For example, if you were to land at Southend airport early on April 13th you could get no less than five trains that got you to Exeter St Davids by midday.. The cheapest is 25 pounds.
And of course doing this you don't need any visa other than the one you need to stay in Britain anyway (if any).
IN ANY CASE
As a Danish citizen you are allowed to enter Ireland without a visa, so you have no problem there. You also have the ability to enter the UK visa free under current rules. So your only problem will be if the UK rules change because of Brexit. While nobody can realistically predict the exact circumstances of brexit, it would seem to be extremely unlikely that the UK will suddenly bar EU citizens from travelling to the UK after mere weeks, even with a no-deal Brexit. If they do, you will be in good company as tens of thousands of travellers will face the same issues.