Thanks, Remy, that was pretty much what I thought. I've been looking at all kinds of options for the last many hours, and we are getting close to a solution. There is one option via Wideroe that requires 2 connecting flights on the way over (CPH-IAD-CLT-MCO) that doesn't look too bad. Also, AmEx travel service just called back with a CPH-ORD-MCO flight that gets us in to MCO at 00.36 but looks better to me than changing NY airports.
I find it frustrating that it is no longer possible to find all options in one place (or maybe it never was). Different options are available depending on whether you call the airline or use their website, and some flights are available on a partner's site that aren't even available on the site of the airline whose flight it is.
Susan