Mads

Pronounced as /mæs/
https://en.wikipedia.org/wiki/Mads_Mikkelsen [noted -ed]

Herre Mads Mikkelsen(R) is an international actor, hailing from Denmark, and is knighted in both Denmark and France. He has appeared in the majority of Hollywood franchises (as of 2023 film release). His recent movie, Another Round (2020), directed by Thomas Vinterberg, won the Academy's Oscar for Best International Film.
Mads Mikkelsen and his native Dansk speakers, pronounce his name as ˈmas ˈmiɡ̊l̩sn̩
Please note this is the phonetic Dansk pronunciation, direct translation from Danish language into English but written with IPA.
However, because our alphabets do not translate directly, as a certified TEFL (Oxford), I often explain the pronunciation for Native English speakers (so they can get the phonetic without having to know the IPA or the differences between Dansk "k" and the native English "k") like this
[Mæs Mee-gul-Sun]
Note that it is not pronounced as mass or mess but is more of a combination and therefore can be difficult to hear even when listening to Mads say it, for those of us who are native English speakers. This is partly because the Dansk alphabet is not directly translatable letter-for-letter to native English (as many languages are not), and also because the Danish way of speaking is more compact, more clipped than the American, British, Australian and English. Also, it bears mention that native English speakers in America have a habit of dragging their vowels (well, actually we drag a lot of our consonants, too). So it takes a native Dansk speaker about one-fifth of a second to say what takes a native English speaking American a week to say.

Actually, it is just pronounced like you would pronounce these three letters: 'mas' - sort of like the end of the word Christmas.

Mads Mikkelson pronounces his name "Moss".

Mads would be pronounced like the title of the TV serie "M*A*S*H".