Duty-free through connecting flight?

I don't know if it has changed, but I had a similar situation a few years ago (2007). I was flying from Spain via London to Chicago. I was told then that I could not take duty-free alcohol from Spain to Chicago without putting it in my checked bag in London for the second flight. You aren't planning to check a bag, though, so that wouldn't be an option for you. Although, since you are on your way home, would it be a problem to check a bag (since it could mean being able to bring the alcohol back)?

Both Greece and Denmark are in the EU. There is no duty free on flights within the EU.
If you are booked through to Toronto, it may be allowed, they check your boarding card so it depends on what the boarding card says. If you are booked through to Toronto, you may stay 'air side' at Copenhagen and not have to go through security again.

Why don't you buy your duty free alcohol at Copenhagen airport?

Some airports also have shops selling duty and tax paid alcohol. You can buy that wherever you are flying. Part of the shop has duty free, part duty paid at a higher price, do not get the two types mixed up.

Are we really talking about buying booze at an airport duty-free shop? To me (California has low taxes on spirits but a high sales tax that helps make up for it), they really don't seem like a good value and the selection is pretty corporate-ubiquitous and uninspired anywhere I've looked.

Now if Darlene is wanting to bring some local, artisanal, Raki home from her travels, then budgeting for a piece of checked luggage on the return trip is the only way to make that happen.