It’s good that you’re thinking of this in advance. A few years back I was transporting a giant, overstuffed suitcase that wouldn’t fit into the biggest available storage locker I could find at CPH. I ended up having to drag it elsewhere to store for the night and bring it back the next day as I wasn’t inclined to unpack there and try to make things fit only to have to pack the contents back up the next day.

If on arrival at CPH I were to find that the boxed bike won’t fit in the self-service storage lockers, I would use a cheap hotel room at the Comfort Hotel across the street from the airport and store the bike in the hotel room or maybe the hotel’s luggage storage room(s).