It is my understanding that you can transfer from one international flight to another international flight at CPH even if your country is closed. You probably can't stay overnight at a hotel in Denmark, but you can probably take the train from the airport to Sweden (it takes 9 minutes from CPH to Hyllie), stay overnight in Sweden and then return to the airport the next day.

NickB, what is your country of residence? Your location mentions both the UK and France. While France is well above the Danish admission criteria, the UK still seems to be safe. The UK seems to be at around 15-20 infections per 100k inhabitants in one week (measured as an average over two weeks). The limit is 30 (so almost twice the current levels), but if more than 5% of the virus tests turn out positive, the limit drops to 20.