I could have sworn I saw direct flights from LAX to Stockholm and how I can't find a single one. I am debating doing round trip in and out of Copenhagen and just taking the train up to Stockholm but I'll be traveling with a young child and 5 hours on a train isn't that fun. I only want direct flights...so is Copenhagen my best/only option?
Norwegian Air Shuttle can get you to Oslo where you could catch one of their connecting flights to Stockholm. Their LAX flight is seasonal--whatever that means.
This is a list of all airlines and destinations from Los Angeles airport: https://en.wikipedia.org/wiki/Los_Angeles_International_Airport#Airlines_and_destinations
Stockholm is not listed.
Stockholm Arlanda is the main intercontinental airport (there are others for European destinations). List for Arlanda: https://en.wikipedia.org/wiki/Stockholm_Arlanda_Airport#Airlines_and_destinations
Los Angeles is not listed, but curiously further down, it is listed as the 5th busiest route in 2019.
I interpret that to mean the route is no longer flown.
SAS recently moved their Los Angeles flight from Stockholm to Copenhagen, so no, you did not dream it. (And Norwegian have cancelled all long haul routes from both cities.)
This tool is very useful for answering questions like yours:
(Not connected to that website in any way but I do find it helpful)