Copenhagen Zoo indeed don't have Tasmanian devils anymore, but they seem sure that they'll be getting more in a not too far future - I don't know any details, though. I guess that as long as we have an Australian crown princess in Denmark, their government may be a bit more willing to export such animals, especially if words as "gift for the crown prince couple" are used as a cover.
I dearly hope they do manage to get some more soon - animals with working nipples for preference!