Flight Transfer information for CPH is here:
https://www.cph.dk/en/flight-information/transfer
Seems that transiting Schengen to Non-Schengen as you will be doing does not require passing through security, though you will need to go through Passport Control to exit Schengen.
SAS sell this as a single-ticket itinerary on their website so it is an achievable but tight connnection (MCT for Schengen>Non-Schengen and
vice versa is 45 minutes).
My concern would be if your consolidator had booked this itinerary as 2 separate tickets if it was cheaper to do it that way, because then if the first flight from HAM is delayed you're not protected on the LAX leg and would need to buy a new ticket, and if you have hold luggage you'd likely need to collect and re-check so would definitiely miss the connection.
Incidentally, where are you seeing that the HAM-CPH flight is an Embraer? This route is showing on the website as operated for SAS by Braathens Regional Airways on a wet-lease using ATR-72 Turbo-Prop aircraft.
ATR-72 arrival means a remote stand (just south of the F Gates) and a bus to the terminal. Schengen remote arrivals are usually at gate C9 which is where Pier C connects with the main terminal so would be a quick walk upstairs and you're right by passport control to enter Pier C proper for your Non-Schengen departure.