There are no direct flights from Copenhagen to Yemen.

Flights Copenhagen to Yemen with 1 stopover:

Flights via Bahrain (BAH)
From Copenhagen (CPH), Denmark with Gulf Air Transfer at Bahrain (BAH) Then on to Aden (ADE), Yemen with Gulf Air
OR
Then on to Sana’a (SAH), Yemen with Gulf Air
Flights via Istanbul Ataturk (IST) Turkey
From Copenhagen (CPH), Denmark with Turkish Airlines Transfer at Istanbul Ataturk (IST),Turkey Then on to Aden (ADE), Yemen with Turkish Airlines
OR
Then on to Sana’a (SAH), Yemen with Turkish Airlines
Flights via Dubai (DXB) United Arab Emirates
From Copenhagen (CPH), Denmark with Emirates Transfer at Dubai (DXB),United Arab Emirates Then on to Sana’a, Yemen with Emirates
Flights via Doha (DOH), Qatar
From Copenhagen (CPH), Denmark with Qatar Airways Transfer at Doha (DOH), Qatar Then on to Sana’a, Yemen with Qatar Airways
Flights via Cairo (CAI) Egypt
From Copenhagen (CPH), Denmark with EgyptAir Transfer at Cairo (CAI)  Egypt Then on to Sana’a, Yemen with EgyptAir