I would call SAS customer service hotline whether they can book you on an earlier flight, e.g. on the Lufthansa flight to MUC (either from MXP or BGY) connecting on a SK flight to Copenhagen arriving at 11:20 in CPH. As alternative you could also take the direct easyjet flight in the early morning and ask SAS to drop the first leg for you.
It is very common that SAS does not offer (longer) connections on their webpage, but you need to call them to book this itinerary (and I did this successfully often in the same fare class). This is a big minus of the webpage as it could be beneficial for so many reasons (e.g. for attending an important phone conference during the day while you are connecting) to book an earlier flight.