Legoland's hometown airport doesn't get direct widebody service from the American Midwest, which means every seasoned traveler booking business class from Columbus to Billund needs a smart connection strategy rather than a single carrier's marketing pitch. The most reliable routing runs through Frankfurt or Munich on Lufthansa, connecting onward via a short intra-European hop, or through Amsterdam on KLM, both of which offer far more schedule flexibility than trying to force a Copenhagen connection on SAS from a Columbus origin that simply doesn't have the local demand to support it. Fact for the record: there is no nonstop service between Columbus and Billund, so this is fundamentally a two-stop or one-stop-with-repositioning itinerary, and the total journey time including connections typically runs well beyond the 8-hour transatlantic flight segment alone.
Having flown all three carriers' long-haul cabins repeatedly, I'd steer discerning travelers toward Lufthansa's transatlantic widebody products out of Frankfurt or Munich, where the airline has been progressively rolling out its new Allegris business class suites with doors on select aircraft — though on this routing you may still encounter the older long-haul business seat, so it's worth checking your specific aircraft type at booking. KLM's World Business Class on its 787 and A330 fleet remains a dependable, understated option with excellent Amsterdam connectivity, and Schiphol's transfer process is about as painless as European hubs get. SAS, while the "local" Scandinavian carrier, rarely offers a one-stop routing from Columbus that beats the Star Alliance or SkyTeam connections through Germany or the Netherlands.
My insider tip: build in at least a 90-minute connection in Frankfurt or Amsterdam during summer, since Billund's small airport handles a surge of Legoland family traffic from May through September, and misconnects on the short regional legs are more common than airlines admit. That same summer window also happens to be when award and premium cash fares on this corridor see their most favorable pricing, so setting up automated fare alerts well ahead of your travel dates is the smartest way to catch a business class fare worth booking.