Priority:
Option 3.

The fact that you get home late, you can go straight to bed and deal with the jet-lag quicker.

Option 2.
You get home sooner.

Option 1.
Sounds terrible to me, to fly a few hrs and then spend the night at the airport or airport hotel.

Oh, if you are to buy things at CPH airport, and you are a non EU resident ask them to take off the VAT at the counter (only if you spend more than 300 DKR).