Luggage shipping service within Copenhagen Kastrup airport
score:2
Accepted answer
I would think you have two options:
Get a porter to take you baggage from the conveyor to the train. Here is an example of a service that does this. The train station is inside the airport so it's not bad. Then get a taxi at the other end, and maybe a station porter to help you.
Get an airport porter to the taxi rank (the service linked to above will do this too) and have a taxi take you all the way to your hotel. It's under 20km so it won't be extortionate, only expensive. I doubt it would be more than getting your luggage shipped separately.