Report of my visit to the Copenhagen area.
In general:
Nordea ATMs didn't let me withdraw Euro with my Dutch and Belgian debit cards.
When you withdraw Euro it is converted in DKK and that amount is debited from your account.
Different banks use different exchange rates.
A fee of DKK 35 looks standard.
1)
I tried Danske Bank, Stengade 57 in Helsingør: 2x

The exchange rate on the receipt says €100 = DKK 759,0245 and a fee of DKK 35, so the total amount debited from my account was DKK 794,02
When I check my bank-account, the rate was 744,7890
BPostbank again added a fee of €0,64 and a provision of €2,50, so in total it cost me € 109,75 to withdraw €100
2)
In Frederiksværk I found Jyske Bank, Nørregade 32. Here I could withdraw 3x

The exchange rate here says €100 = DKK 758,4700, total amount debited DKK 490,08
Argenta says the rate was 744,6890 and debited just the € 65,81 (no extra fees)
3)
In København again Jyske Bank, Vesterbrogade near the Central Station.
1x

DKK 414,24 debited from my Dutch ING account at rate 746,015 and a fee of € 2,25 adds up to €57,78
4)
Danske Bank, Brogade in Køge
1x

DKK 414,51 debited from my BPostbank account at rate 744,718 and a fee of € 0,33 + provision 2,50 adds up to €58,49
5)
On the Scandlines ferry M/V Deutschland between Puttgarden and Rødby there is an ATM of

Reisebank that distributes Euro without conversion or exchange rate
best regards,
thejay