Lampard, winning his 84th cap, was captaining England for the first time and he almost celebrated the occasion with a goal but his deft flick shortly before the break was ruled out for offside.
The Chelsea midfielder was one of three England men to be substituted at half-time, as he, Wayne Rooney and Wilshere made way for Young, Scott Parker and Gareth Barry.
Cole, who became England's most-capped full-back with his 87th appearance, skippered the team after the restart but the armband was passed to Barry when the left-back was withdrawn with 10 minutes remaining.
Team spirit strong - Young
Young made an immediate impact, first with a teasing cross that Bent headed and Sorensen saved, and then with a header of his own that drew another stop from the Danish keeper.
It was part of an excellent start to the second half by England as they carved out another chance when Milner played in Bent with an excellent reverse pass but the striker shot wide.
Denmark hit back and a sublime backheel from Eriksen unlocked the England defence and Hart had to be alert to save Rommedahl's subsequent low strike.
But the momentum remained with England and Young struck after Glen Johnson dispossessed Michael Krohn-Dehli and played in the Aston Villa forward.
England looked comfortable in possession after taking the lead and Young almost scored again but his strike was blocked by Simon Kjaer.
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