Currently there are Direct flights Marrakech to Denmark.

Marrakech to Copenhagen
Marrakech to Billund

Flights Marrakech to Denmark with 1 stopover:

Flights via Amsterdam (AMS), Netherlands
From Marrakech (RAK), Morocco with KLM Transfer at Amsterdam (AMS), Netherlands Then on to Aalborg (AAL), Denmark with KLM
OR
Then on to Billund (BLL), Denmark with KLM
OR
Then on to Copenhagen (CPH), Denmark with KLM
Flights via London Gatwick (LGW), United Kingdom
From Marrakech (RAK), Morocco with British Airways Transfer at London Gatwick (LGW), United Kingdom Then on to Billund (BLL), Denmark with British Airways
OR
Then on to Copenhagen (CPH), Denmark with British Airways
Flights via Barcelona (BCN), Spain
From Marrakech (RAK), Morocco with Vueling Airlines Transfer at Barcelona (BCN), Spain Then on to Copenhagen (CPH), Denmark with Vueling Airlines
Flights via Madrid (MAD), Spain
From Marrakech (RAK), Morocco with Iberia Transfer at Madrid (MAD), Spain Then on to Copenhagen (CPH), Denmark with Iberia
Flights via Lisbon (LIS), Portugal
From Marrakech (RAK), Morocco with TAP Transfer at  Lisbon (LIS), Portugal Then on to Copenhagen (CPH), Denmark with TAP
Flights via Zurich (ZRH), Switzerland
From Marrakech (RAK), Morocco with Swiss Transfer at Zurich (ZRH), Switzerland Then on to Copenhagen (CPH), Denmark with Swiss