Do hotels generally hold luggage for a few hours after checking out when a flight is in the evening? Have you ever used Luggage Hero to store bags? Are there other storage companies? I'll be in Oslo, Copenhagen, Amsterdam and Stockholm.
"Do hotels generally hold luggage for a few hours after checking out when a flight is in the evening? "
Yes. Very occasionally a hotel will charge for this, but most do it for free. Similarly, most hotels will hold bags if you arrive too early to check in.
Note that apartments are very different. You cannot count on being able to store a bag at an apartment before check-in or after check-out, unless you have confirmed with them in advance that this is possible.
Every hotel where I have stayed from simple 2 star family run places to 3 star chains have been more than accommodating , be it in France, Germany, or Austria or London, on storing your luggage after check-out. Never used storage companies , the hotel is just fine. If more convenient and time saving, I store the luggage in a coin locker at the train station, since I'll be taking the night train.
Virtually any hotel or hostel (anything with a reception desk) I've stayed in will let you drop off your bag before check-in and let you leave it there after you check out, at least for a few hours. Is your bag completely secure? Generally, not. I don't travel with valuable things in my bag, however, so it's never been an issue for me.
At an Airbnb you might be able to work something out with the owner but checking in and out is regularly done without personal interaction so it might not be an option.