There are trains Malmö-Copenhagen every 20 mins (and even more often most days), so it is not an issue if you miss the first one.
But if your arriving train is on time 19 mins is plenty of time even with luggage. Usually the Copenhagen trains departs from track 1b. You will arrive on a street level track, so go straight ahead into the main hall. Turn right and walk to the end of the building. There are four pair of escalators, two on the left and two on the right. Take the escalator furthest away on the left. Or the lift close by.
I wouldn't worry at all about that connection. Malmö C is pretty compact and easy to navigate. You probably just have to go in to the station building and take the escalator down to the lower level.
Thank you everyone! You’ve been most helpful.