Sorry guys, I've got a bit of catching up to do. Still working on Leg 4 here!
Freya has Nici/Shelley arriving at Copenhagen on 7 Jun. There's clock behind that reads either 12:30 or 6:05. Now Freya had just arrived from Vienna, which means she landed at either 8:28am, 8:58am, 5:05pm, 7:17pm, or 9:51pm. Matching the two lists gives us 6:05pm as the only likely timing.
This jives somewhat with this photo of Misti/Jim in Malmo by Emma, which judging from the shadows (pointing due East) was taken at around 6:00pm.
We know teams didn't leave by ferry from the Shetlands on the night of 5 Jun, nor take a flight leaving the Shetlands before the morning of 7 Jun, as they would have arrived in Copenhagen much, much earlier than 6:00pm on 7 Jun.
It is possible to fly from Sumburgh in the Shetlands into Copenhagen and make it by the time they were spotted in Copenhagen and Malmo:
Option 1Sumburgh to Aberdeen, 0845-0945
Aberdeen to Amsterdam, 1100-1335
Amsterdam to Copenhagen, 1440-1600 (actual arrival 1610), or
Amsterdam to Copenhagen, 1555-1715 (actual arrival 1742)
Option 2Sumburgh to Aberdeen, 0845-0945
Aberdeen to London Heathrow, 1120-1255
London Heathrow to Copenhagen, 1405-1700 (actual arrival 1657), or
London Heathrow to Copenhagen, 1430-1720 (actual arrival 1800)
Option 3Sumburgh to Aberdeen, 0845-0945
Aberdeen to Frankfurt, 1210-1515
Frankfurt to Copenhagen, 1630-1755 (actual arrival 1750)
Option 4Sumburgh to Bergen, 1155-1405
Bergen to Copenhagen, 1600-1720 (actual arrival 1725)
I don't like this because Options 1-3 utilise the same Loganair flight from Sumburgh to Aberdeen, which uses a 30-36 seater Saab 340. (DrRox, I'm getting the info from FlightStats. Did you have a different source?) There are a minimum of 8 teams left at this point (32 passengers). Would they all be able to make it out of the Shetlands?
Instead, production could have teams take the ferry back to Aberdeen (1730-0700), and avail themselves of Options 1-3. A really quick team might even be able to get on this:
Option 5Ferry from Lerwick to Aberdeen, 1730-0700
Aberdeen to London Heathrow, 0830-1005
London Heathrow to Copenhagen, 1225-1520 (actual arrival 1531)
Conclusion: While it is possible that teams flew out of the Shetlands, I think it's most likely that they took a ferry from Lerwick to Aberdeen on the night of 6 Jun, and flew out of Aberdeen on the morning of 7 Jun, arriving in the late afternoon.