Johnny Depp Parties Until 4 a.m. with Locals Following Denmark Hollywood Vampires Concert

Amid turmoil in his personal life, Johnny Depp continues to step out as his band tours around Europe.

The actor was spotted celebrating with locals after his band’s concert in Horsen, Denmark, on Wednesday. Depp, 52, looked relaxed as he mingled with a group of people outside of a hotel bar.

The actor stayed out until the early hours of the morning following his Hollywood Vampires show.

“[Johnny] spent the night drinking with the bar staff and the local customers until 4 a.m.,” a source tells PEOPLE. “He was in a good mood and they all had a big Danish party.”

Depp was spotted sharing champagne and smoking cigarettes outside the bar with a blond woman, makeup artist Tina Deleuran, 45. “He had some wine but he wasn’t drinking heavily. Just very polite and pretty sober,” Deleuran tells PEOPLE. “And it wasn’t his bottle of champagne – it was my friend’s bottle of champagne that we were sharing with him.”

Despite a report that Depp got into an altercation with his bodyguard, Deleuran says there was not a scuffle. “He didn’t get into a fight. That’s so stupid! He was actually giving his bodyguard a hug.

“Then his bodyguards asked if he wanted to go back to his room and he said, ‘No, I want to go back to the bar.’ Then the four of us went back to the bar and just had a nice few hours talking and laughing.”

Another source tells PEOPLE, “[Depp] only had three to four vodka-and-tonics and basically wound down from the gig. It was a relatively quiet night and Johnny was happy and relaxed.”

“It is a smoking bar, so he was happy to stay for as long as he could,” the source continues. “Johnny and the staff were drinking together. There were about 10 or fifteen people sitting in a group drinking and having fun. He was very nice and took a picture with some of the people in the bar. He was very friendly … He talked a lot with the bartenders about the cinema and movies.”

Earlier in the night, Depp rocked out with his bandmates at an outdoor venue which once served as a state penitentiary.

The performance comes as more shocking allegations about his marriage to Amber Heard continue to unfold.

Just days before his show, Heard filed for a temporary restraining order against the actor, claiming he has been physically abusive throughout the entirety of their relationship.

In this week’s issue of PEOPLE, new photos show the actress with physical injuries allegedly resulting from a violent encounter with the actor.

A rep for Depp has not responded to PEOPLE’s requests for comment about the photos. In court documents responding to Heard’s initial court filing, Depp’s attorney Laura Wasser alleged that Heard “is attempting to secure a premature financial resolution by alleging abuse.”

The actor is set to take the stage with his band in Romania on Monday to complete the European leg of his tour before returning stateside.