Ok, here is what happened.

I logged into my SM account, where I have both my Danish and US addresses in my profile, but my default AmEx is the one with the US address billing address.

I selected my itinerary and it quoted the DKK price all the way through. I decided to go to the last step, after entering payment details, to see if it would change to USD as DeltaAgent said.

When I clicked for the last step, it said the fare was no longer available and to start over! (Strange, since the fare has come up consistently every time I check and the trip isn't until September - plus it's an M fare which doesn't really fluctuate from day to day.)

So I started again, but this time, the connecting flight of my choice (MCO-ATL) on the return did not come up. Which was also odd because ExpertFlyer shows plenty of availability. I decided to call SMS for help.

SMS was able to get all my flights and confirm the Z upgrades on the spot, so I asked what the fare would be. She quoted me $1794.59 to be charged in USD, which included the $20 phone booking fee. The DKK price I was getting online was equivalent to $1790 at today's exchange rate. Since I know that AmEx will give me a less favorable rate if it's charged in DKK, and she had the entire itinerary ready, with Z upgrade confirmed, I had her book it by phone.

The only small problem which is going to require another phone call is I see she has only confirmed the Z upgrade for the TATL flights (CPH-ATL) and has put us in coach for the ATL-MCO legs, with "Requested" for the upgrade. But I know she should also be able to confirm those as part of the PMU or miles upgrade, as that's how it has always been done in the past and G/Z is available.

She asked which seats I wanted on the TATL in BE, but never asked our seat preference for the domestic, so I was surprised to see she also has us way in the back, despite that I'm PM and my husband is FO.

It was frustrating that the website was acting up, but as I would have needed to call for the Z upgrade anyway, this worked out just fine to call for the entire reservation.

Thanks for everyone's help.

Edited: A quick phone call and our G/Z upgrades on the domestic legs have been resolved.

Susan