Any loss of services while abroad in Europe?

I will be traveling abroad to Denmark in two days!! I currently live in the US and use an Icon and have already set up cell phone plans for my time abroad. I'm in the W10M fast ring. I have a major question: Which functions/services, if any, will I lose? Will Cortana still function? Will Groove still work while I'm abroad? What other services might be unavailable that I might not expect? I've already downloaded offline maps, also. I have done a search on this subbreddit before posting but either haven't found the answers I need, or might have missed a relevant post. Any tips, guys?