Long time ago we were able to gate check a basic umbrella stroller (literally the cheap umbrella kind, very simple) at CPH - we bought those solely for flying because we couldn't gate check the more comfortable version (tried and was denied). At ARN we were told that all strollers are not allowed through security when we were there - even with the one that we got through from CPH.

We often had to ask the gate staff the whereabout of our stroller when we arrived CPH.