Yes, but that doesn't need to be a hindrance, just an inconvenience. And if things get too difficult, Denmark could always be reminded that Prussian territory was only a few days from the Elbe, as a regiment marches. ?
The problem was to some extent that until the conquest of Silesia, Prussia was smaller (both in territorium and population) and poorer than Denmark, even at the end of Frederick the Great reign both states are still somewhat in the same category, even in the First Schleswig War, where Prussia are several times bigger, more industrialised and while Denmark fight a rebellion of 2/5 of the population, it still end in a 3 year war, which end with status quo.
The Danes were interested in milking the Sound traffic, not needlessly annoying potentially problematic neighbours.
Yes in fact Denmark even at the point there they was more powerful than Brandenburg, de facto cooperated with the Brandenburgian colonial project, by being the main trading hub for Brandenburgian slave ship to the Caribbian.
But it still doesn't solve the main problem; what good are colonies to Prussia
For Denmark they was important source of capital, helped develop a strong native mercantile sector class and helped develop Copenhagen and Flensburg. Of course it depend on colonies if the Prussians/Brandenburgians are smart they do much like OTL start with a few forts in Africa, this was cheap to set up and afterward buy or receive as bribe a Caribbian island or two. No settler colonies, Brandenburg/Prussia had enough to do with resettle and develop their own territorium. Of course one thing which I think will help, are if the Hohenzollern move their capital to a coast town, where a focus on trade make more sense. Maybe if they receive the entire Pommern, as it was their right (they really had the best claim), they could move their capital to Strettin. If the Hohenzollern had receive Vorpommern they had no reason to join the Danish side in the Scanian War and could maybe have been bribed by France with St. Croix for joining the Swedish side (Denmark received St. Croix as a bribe 50 year later).