Itinerary

Day 2  
After full breakfast, pick up a rental car and take a 45-minute drive across the bridge to Malmö to wander through the town's shopping area and enjoy lunch at anyone of the many small cafes along the way. In the afternoon, you can sightsee on your own in Copenhagen before dinner at Cap Horn, which is known for its traditional Danish dishes. 

Day 3
After full breakfast,  visit to Frederiksborg Castle near Copenhagen continuing on to Gilleleje's harbor where you may have lunch at Karen and Marie's Restaurant. Visit the Gilleleje church to see where Danish Jews were hidden before escaping by ship to Sweden, saving them from capture by the occupying German forces in 1943.
In the afternoon embark on the 4-hour drive to Ribe, where you check into the 48-room, 16th century Dagmar Hotel, which is situated across the street from the Ribe Cathedral dating back to 1125A.D. Dine that evening at the hotel's highly acclaimed restaurant. 

Day 4
After breakfast you can stroll through Ribe and visit the Cathedral, which dates back to 1125 AD, before the 2-3 hour (30 minutes direct without sightseeing along the way) drive to the hamlet of Schackenborg. 
Along the way, you can stop at Rømø, an island off the North Sea Coast south of Esbjerg.  They continue south to Tønder and walk though the old town before continuing west to Møgeltønder and Schackenborg. Have dinner and an overnight at the Schakenborg Castle Inn.

Day 5
After breakfast explore the town before continuing east to Jutland and Als. Catch a ferry to Bøjden that transports you to the Island of Fyn, where you'll overnight and dine at the Classic Hvedholm Castle in Fåborg.