I have an EU passport and it’s been a few months since I’ve passed passport control at CPH, but based on what I have read and heard recently: It varies, and seems to be difficult to predict ahead of time.
CPH is usually an efficient airport, and it is my impression that is still the case the (vast) majority of the time. By that I mean there may be a little bit of a line, but it won’t take long to get through.
However recently there have been spikes with long wait times at passport control when entering or exiting the Schengen area at CPH.
You have 3 hours, that’s way more than you would need no matter what, and will leave you with extra time at the airport while you wait for your onwards flight.