After replying to their response I got a phone call from customer relations. Had a very friendly chat with them, and I am satisfied with the outcome. Whilst the lack of a loaded meal is annoying the main problem I had was with the way this was dealt with, telling the customer it is their fault for booking late is never going to go down well. The nice man from Customer Relations agreed and was going to talk to the CPH airport manager (or what ever his job title is).

I was told that LHR need 48 hours notice to load a meal, which sounds a bit long to me. (but that this flight is catered from CPH).