Did you set the language to English as well? I've tried in Ubuntu and it worked as well.
BUT I just found out that my solution may not solve your problem. Although it removes the lag between keypresses, if you type two keys at the same type (which happens when you type too fast), there is a small lag. In my case, i don't see any problem, because the secondary keyboard is for a very specific use.
Also, i looked at /usr/share/X11/xkb/symbols/dk file, and looks like the Scroll Lock isn't mapped there.
Did you set the language to English as well? I've tried in Ubuntu and it worked as well.
BUT I just found out that my solution may not solve your problem. Although it removes the lag between keypresses, if you type two keys at the same type (which happens when you type too fast), there is a small lag. In my case, i don't see any problem, because the secondary keyboard is for a very specific use.
Also, i looked at /usr/share/ X11/xkb/ symbols/ dk file, and looks like the Scroll Lock isn't mapped there.