Are you looking for chocolate or for cocoa? We have pretty good cocoa beans. Are you interested? if so, how much do you need?
There are several online possibilities if you look around. Many of the artisan chocolate makers have an online shop.
https://www.chocosphere.com is an example of a site who offers a lot of different brands.
Selfridges has a massive chocolate library http://www.selfridges.com/en/foodhall/food/chocolate/?llc=sn
Both these sites offer bulk industrial chocolate and the better quality products. Maybe you can check these out? In Belgium I found a couple of small shops who have sell high quality origin chocolate, so I gather there must be some in Copenhagen also, no? I just love to visit such shops, more than ordering online, but some times it is the only way to go.
If you're looking at chocolate bars and stuff, then definitely check out www.chocolatedistrict.com