I think there is a problem with the way you are thinking about the whole thing.
To sum up:
You use Cesium points which are from a Digital Elevation Model. Those points are expressed in WGS84 and the height representation is ellipsoidal height
GPS gives you height which is ellipsoidal height
You have geoid height from the EGM2008 model
So when you ...
From projinfo application of the PROJ library:
c:\>projinfo -s EPSG:4979 -t EPSG:7417
unknown id, Inverse of DVR90 height to ETRS89 + Inverse of ETRS89 to WGS 84 (1) + UTM zone 33N, unknown accuracy, Denmark - onshore, at least one grid missing
+proj=pipeline +step +proj=axisswap +order=2,1 +step +proj=...