We have Nici/Shelley arriving at Copenhagen Airport in the late afternoon of 7 Jun, and teams racing in Malmo at the same time. There isn't time for a Copenhagen leg before Malmo.
However, teams were also seen racing in Marrakech in the late afternoon of 9 Jun. The race has never done three legs in three days (i.e. Malmo 7 Jun, Copenhagen 8 Jun, Marrakech 9 Jun). It'd tire production out too much. So there isn't time for a Copenhagen leg after Malmo either.
What this looks like is that there was one leg in Malmo/Copenhagen, with teams arriving in Copenhagen, going immediately to Malmo for afternoon tasks, and returning to Copenhagen for evening tasks. Phil leaves either that night (7 Jun) or the next morning (8 Jun) for Marrakech, and teams follow and leave Copenhagen on the morning of 9 Jun.
(A less likely scenario is that there was a TBC after Malmo for a second, night leg in Copenhagen.)