Speak to railway staff ASAP, explain that you are stranded and ask what they propose.

If you can't travel any further, they are obliged to arrange overnight accommodation and provide a ticket to reach your destination tomorrow (if you don't have a continuous pass), all without extra costs for you.

@Lena1303 Alternatively, there's a possible route from CPH to Malmö, via Helsingør and Helsingborg. Take the train to Helsingør, it goes every 20 minutes. And make your way to the ferry port. There's a ferry between the two almost continuously. Prices are cheap for foot pax. Both ferry terminals are well connected to both stations. From Helsingborg you have also a good train service to Malmö.

A detour, but you should be able to make it to Malmö still tonight. 

@BrendanDB I don’t think that the ferries are running. The storm called "Otto" is the reason for this. I wonder if this is classified as " force majeur" and what responsibilities the train companies have.

Aaah, that's something different indeed. I didn't know that there is a storm now. I thought the bridge was closed due to an incident or planned works. 

All trains to Malmö from Göteborg via Helsingborg are cancelled until at least tomorrow morning. 

They always have to provide assistance to stranded passengers and with onward connections.