Mekanikeren siger, at forhjulet ikke fejler noget.

In Danish, the definite article is usually attached to the end of the noun.

• mekaniker → mekanikeren = the mechanic
• hjul → hjulet = the wheel

So instead of saying something like the mechanic with a separate word, Danish normally builds the into the noun itself.

You usually only add den or det in front when there is an adjective:

• mekanikeren = the mechanic
• den dygtige mekaniker = the skilled mechanic

Because Danish normally writes compound nouns as one word.

• for = front
• hjul = wheel
• forhjul = front wheel
• forhjulet = the front wheel

This is very common in Danish. English often separates these words, but Danish usually joins them.

At is a conjunction here, and it introduces a subordinate clause. In this sentence it works like English that:

• Mekanikeren siger, at ...
• The mechanic says that ...

In English, that is often optional. In Danish, at is very common and natural in this kind of sentence.

Because after at, Danish uses subordinate clause word order.

In a subordinate clause, words like ikke usually come before the finite verb:

• at forhjulet ikke fejler noget

If this were a main clause, you would normally say:

• Forhjulet fejler ikke noget.

So this is a very important pattern:

• main clause: verb comes early
• subordinate clause: ikke comes before the finite verb

Not in this sentence.

Although the words are related historically, Danish fejle often means something like:

• to be wrong with
• to suffer from
• to ail

So:

• forhjulet fejler noget means there is something wrong with the front wheel
• forhjulet ikke fejler noget means there is nothing wrong with the front wheel

This verb is often used with people, body parts, machines, and vehicles.

For example:

• Hvad fejler du? = What’s wrong with you?
• Hvad fejler bilen? = What’s wrong with the car?

Here noget works like English anything.

So:

• ikke fejler noget = doesn’t have anything wrong with it

This is a very common Danish pattern: ikke + noget.

Be careful not to replace it with ingenting after ikke.
ikke ingenting would mean not nothing, which gives a different meaning.

They are both in the present tense.

• sige = to say

• siger = says / is saying

• fejle = to be wrong / to ail / to have something wrong
• fejler = is wrong / has something wrong

The -r ending is the normal present-tense ending for many Danish verbs.

Because many Danish writers put a comma before a subordinate clause.

So siger, at ... is very common and fully correct.

You may also see siger at ... without the comma, depending on the comma style being used. Danish allows different comma conventions here, so both versions can occur.

Yes, it is natural.

A very common alternative would be:

• Mekanikeren siger, at der ikke er noget galt med forhjulet.

That also means the front wheel is fine.

The difference is mostly stylistic:

• ikke fejler noget = idiomatic and compact
• ikke er noget galt med = very transparent and easy to understand

Both are good Danish.

The subject of the subordinate clause is forhjulet.

So the clause breaks down like this:

• forhjulet = subject
• ikke = negation
• fejler = finite verb
• noget = object

That is useful to notice, because Danish subordinate clauses keep the subject before ikke, but put ikke before the finite verb.