Think about instances as email providers. You pick a provider (feddit.dk, feddit.uk, lemmy.wtf etc.) to access everything from all the other Lemmy providers + the rest of “the Fediverse”, which fx consists of Mastodon, PeerTube and Pixelfed.

Was it on Feddit.dk you had issues with slow emails? That might be something the admin, @SorteKanin@feddit.dk should look into.