This is what I got from CMP. Sorry, I should have posted reply. Not very informative but reckons it leaves from Haifagade
CMP’s shuttlebus drives between Orientkaj Metro station and the cruise terminals at Oceankaj, and has no stops in-between.
The Metro station is located right next to Comwell Copenhagen Portside Hotel, and there is a sign that says “cruise terminal”—so it’s only a couple meters from your hotel, and should be easy to locate.
I hope this answers your question, and we look forward to seeing you in Copenhagen in September.