Apologies for not specifying further.

It's when I search round-trip for January 28th departure and February 25th return.

Looking at one-way, Jan. 28th is fine on Delta. It's the Feb. 25th that shows no options for CPH to OKC so it appears that's where my problem is.

AF shows 10+ options with different connections and durations on February 25th. Example itinerary:
KL 1128 - CPH to AMS
KL 6019 - AMS to DTW
KL 5250 - DTW to OKC