Is there a risk that the delivery will get stuck at the postoffice?
Some people have said that their SN never arrived, but it was likely because of a scam rather than the post office. Other people had their SN delivery delayed, but I don't think it will be confiscated - it's suspicious but not illegal, after all.
force me to the hospital because of my order.
I don't know the laws surrounding the police and mental health services in Denmark, but I don't think they can make you go to hospital unless you have a history of mental illness that the authorities know about. You can get welfare checks though, but they will most likely leave you alone if you lie and don't say anything about CTB or depression, like some other users here have reported.