I've been listening to the first three parts of Bernard Cornwell's The Saxon Stories recently and have become very curious about this tumultuous time period in Britain. While the books are historical fiction and should be taken with a pinch of salt, they seem to portray the general significant events of the invasions decently enough. However, like many works of historical fiction and fantasy, they are mostly focused on nobility and the true victims of war are seldom mentioned other than in the first book. So there are a few things I'm wondering.
1. Did it matter to the average peasant of Northumbria, Mercia, East Anglia or Wessex whether his/her life was governed by Saxon lords, Danish lords or Saxon lords who were actually Danish puppets? What were the big differences?
2. Did Anglo-Saxon peasants have a problem with the Danish invaders specifically being pagans, or were they viewed the same way Scottish or Welsh Christian raiders would have been?
3. Was there a sentiment among Anglo-Saxon peasants of protecting their people, their religion, their way of life that would have made them more tolerant of being levied into Anglo-Saxon armies - or was it purely a matter of defending their homes and families, whoever the invaders were?
Thanks in advance.
EDIT: Mistake, wrote Anglo-Saxon pagans instead of peasants in question three.
Taking your questions in order.
It is impossible to say for sure. There are few primary accounts from this time, almost all of the extant works that have survived are either ecclesiastical or royal in origin and patronage. Neither of these groups were particularly interested in detailing the day to day lives of the peasants living under the Danelaw. These accounts instead deal much more with what these conquests meant, from both a political and religious standing. Alfred's letters often talk about how the state of learning and the Church has been so drastically lessened in his day, presumably in part due to the invasions. It should almost go without saying that the peasants who were living under the Danelaw, and in the other Anglo-Saxon kingdoms, left no writing or accounts firsthand.
Again, we cannot really speak to the experience of the Anglo-Saxon peasants at this time. The sources just are not there. Among the Church and Royal writings that are available, there is quite a clear bias against the heathen raiders as being particularly savage, barbaric, and "other".
Your final question is sadly misplaced. There were no Anglo-Saxon pagan kingdoms remaining by the time of the Danes arriving in England, and while it is possible that there remained isolated Anglo-Saxon pagan communities this late after conversion, it is exceedingly unlikely. All of the Anglo-Saxon kingdoms had been converted before the 9th century began and it is unlikely the Kings of these kingdoms would have tolerated openly pagan settlements to continue for any length of time.
Now there was this sort of sentiment displayed particularly by Alfred in his writings on the situation of Britain. Much of his work has even been categorized as quasi-nationalist because of his attempts to establish English identity in the face of Danish conquests. This ideology of "England" as a united land inhabited by the English people, would later bear fruition under Alfred's descendants who eventually created the united kingdom of England and swept away the old kingdoms of Merica, Northumbria, Wessex, East Anglia, and so on.
Sources and further reading
Marilyn Dunn's The Christianization of the Anglo-Saxons c. 597-700 is an excellent place to start with the conversion of the Anglo-Saxon kingdoms.
Asser's account of King Alfred's life in one of the few primary sources that are available at the time and talks about his life and efforts to re-invigorate learning. This sentiment is echoed in other sources, including some of Alfred's own translations and writings.