Wirelessly posted (BlackBerry: BlackBerry8530/5.0.0.1030 Profile/MIDP-2.1 Configuration/CLDC-1.1 VendorID/417)
"I assume AB does not have a FRA-CPH but another Oneworld carrier might"
Nope. Neither FRA nor CPH is a hub for any oneworld carrier.
It is typically the responsibility of the late-delivering carrier to re-route you, so I would talk to AA. And if there is a substantial delay in the departure of your DFW-FRA flight, such that you are likely to mis-connect in FRA, I would ask AA to re-route you out of DFW (perhaps via LHR or MAD).