It's your dream, you have been rambling about it for months, AND you have external funding in place. Excuse me, sir, but what the *beeep* are you waiting for?
Only tunnel I know of around copenhagen is this one, located around 15 minutes by car outside the city:
http://www.airexperience.dk/uk/
It is rather small (12 ft) but the guys there are very friendly. Let me know if you want company when you get to the Copenhagen leg of your tour.