Your options:
1. Pay to make the change (or buy) your desired routing, it's not clear from the post whether you've purchased yet or not. Or...
2. If your return flight home is on a different PNR and ticket, just skip the LHR-CPH leg and buy a separate ticket for that. But this will cancel any remaining legs on the SFO-LHR ticket, so don't do this if it's all one ticket. Or...
3. Buy a separate CPH-LHR-CPH roundtrip. Fly the SFO-LHR-CPH flights, then backtrack to LHR on the new ticket.
4. Spend time in CPH instead of LHR.