Has anyone done this? It looks like 2 hours train and about 40 minutes bus to Billund - each way. We prefer not to stay in Billund and are willing to leave early and return late as this is young son's themepark choice day, but I wonder about ease of connection to the bus, etc...
It's quite straightforward. You get off the train at Vejle station, down a flight of stairs, and the bus station is right in front of the train station. You can actually see the buses from the train platform to the left when coming from Copenhagen. Use www.rejseplanen.dk to make your itinerary, as several bus routes go to Legoland from Vejle.
It has been years but I took my son for the day. I was staying with friends in Copenhagen. The train worked fine.