@Nonilex
I wouldn't expect NATO to comment at this point; they realize they're dealing with a Mad King, and thus will do nothing to publicly set him off, while privately they monitor SIGINT and HUMINT sources for clues as to what mad thing he'll do next.
Lastly, they'll be beefing up troops to abort any attempt on Greenland.
An important part of this last bit will be to quietly remind US commanders that any orders for an invasion are unlawful and they're obliged to disobey them.
US personnel who have worked in Greenland for years will be reluctant to follow such orders in the first place, especially knowing that it'll be a debacle in any case and just sitting tight will be the best possible action they can take, being both lawful and nonviolent. No one will want to die for the sake of the Mad King's whims.