No, she was not. From the day she got married, she always represented Denmark. That is confirmed by the danish tennis federation. See the link on the page about her. I just posted to links from the original coverage from french media. Helen Jacobs writes in her book "Gallery of Champions" about her own match against Hilde Sperling at the French championships in 1935 (page 48, line 8): "A long first set was the only claim I could make to extending a match in which the now Danish player took full advantage of a game stupidly played on my part". 

 The danish tennis federation, the french press and Helen Jacobs - her opponent in the semifinal in 1935 - all agree: she was representing Denmark. 

 What are your sources?