I just looked up "commando" in my Danish-English/English-Danish dictionary. In Danish, it's spelled "kommando".
Danes and Swedes don't always spell words the same way, even when they sound the same. Sometimes they spell a word the same way, but don't pronounce it the same. E.g., the word for "machine" is "maskin" in both languages. The Danes pronounce the "k" like in English. In Swedish, it's a soft "k", so they pronounce the word almost like in English.