Thanks Steven and Mikael, and everyone, for the assistance.
We returned yesterday morning (Saturday) after an overnight flight from
Tokyo to
Sydney to
Brisbane, so we're rather jet-lagged at the moment [:(]. Short answer is that the CPH train hunt was highly successful



I will post a train-oriented holiday report if anyone is interested (including HongKong, Copenhagen, Iceland, Wales, London, and Japan). Is this an appropriate forum? 
Short summary:
Yes indeed we went to
Kystbanen and
Togcenter Gentofte! (I have photos to prove it)
Kystbanen was most successful. We chatted at length to the young fellow behind the counter (whose name I forgot to record [:(]). He recommended the Hobbytrade MZ IV, and a couple of Roco DSB goods wagons.
The booty included:
From
Kystbanen:
* the previously mentioned Hobbytrade MZ IV with Sound -- truly splendid, and a heap of fun with the sound effects!
* Roco 46991 BP Gas
* Roco 47122 "Cargex" container car
* Hobbytrade 5008 track-side shed
* Noch 15611 "Gardener and tools"
* Märklin 72815 Station Clock
* Viessmann 6393 Lamp from Charlottenburg (I'm assuming the Copenhagen Charlottenburg) -- the Landscape/Scenery Designer (Mrs Kelly) wants a small pine forest with a snow covered clearing where there will be a single old-style street lamp -- I need to source an over-sized lion and 4 English school children. Are walking Fauns and Beavers available in HO?
Togcenter Gentofte was next, but was less enjoyable for us. I
most definitely don't want to criticise Togcenter Gentofte, but the guy behind the counter was not as friendly. I assume his English was not very good, and I totally understand that he didn't feel comfortable chatting in English (even worse to Australians with broad accents). Unfortunate for us, but -- as I said -- I don't want to critize TG at all.
We bought:
* Heljan #220 H. C. Andersen's house -- or an HO model of such;
* Busch 1205 Roses and 1206 Tulips
The
second-hand store at
Togcenter Gentofte was interesting, and I would have bought quite a few items there, but we were getting worried about weight (20kg per person -- the airline managers obviously aren't MRR people

)
More to follow, if anyone is interested...