Danish football federation chief executive Jakob Jensen says the group of nations who sought to wear the OneLove armband at the World Cup, which includes England and Wales, are co-ordinating their discussions on legal next steps after FIFA forced them to drop their plans.

Jensen says the group of seven European associations are looking at which legal avenues are open to them after it became clear they faced sporting sanctions from FIFA if the rainbow-coloured bands were worn.

However, he ruled out going to the Court of Arbitration for Sport at this stage.

He said in a television interview: “Now we’re looking into what are the legal options, we are co-ordinating our discussions on that as well but at this point it is not possible to go to CAS.

“You can’t go through CAS now and I think this is some rumour running around the press.

“The Germans are looking into the legal possibilities. It’s very different than going through CAS. If you want to go through CAS you need to complain within the FIFA system first, you need to go to the appeals body, then you can go through CAS.”

The OneLove nations issued a joint statement on Monday confirming they would not wear the bands, hours before England’s opening match against Iran kicked off.

The armbands were part of a year-long campaign which began in September, but were set to be especially significant in Qatar, a country which criminalises same-sex relationships.

The PA news agency understands lawyers acting for the OneLove nations are looking at the regulations to examine the sanctions the associations were being threatened with, and that this step is not seen as a major escalation.

However, Danish FA chairman Peter Moller said at a press conference earlier on Wednesday that his association had been considering leaving FIFA altogether since the summer.

“It is not a decision that has been made now. We have been clear about this for a long time. We have been discussing it in the Nordic region since August,” he said, in quotes reported by The Athletic.

“I’ve thought it again. I imagine that there may be challenges if Denmark leaves on its own. But let us see if we cannot have a dialogue on things.

“I have to think about the question of how to restore confidence in FIFA. We must evaluate what has happened, and then we must create a strategy – also with our Nordic colleagues.”

FIFA-approved armbands promoting ‘No discrimination’ were made available to be worn instead, but FIFA only announced plans for its own armbands in support of a series of social campaigns on Saturday.

Even then, the ‘No discrimination’ band was only set to be worn at the quarter-final stage but on Monday FIFA issued an update to say countries now had the option to wear those bands immediately.

Critics of FIFA have accused them of bowing to the sensitivities of the host nation, having already performed a late U-turn on the sale of alcohol within stadium perimeters.