Great, glad someone provided better canal swimming information than I could.
Most of our canal swimming was by our hotel in Nordhavn, where there was an official swimming area, but also a great boardwalk area, with new signs that said swimming was prohibited. The locals said the signs had just gone up and were being ignored. Every once in awhile bike police would show up, and people would sit on the edge for a few minutes, then jump back in the second they left. Was part of the fun.
There were also lots of places renting stand up paddleboards which was a very fun way to hang out in the water.
We saw a lot of other official areas all over the city as well though. Just follow what you see the locals doing and you'll be fine.
Cheers,