So let’s us talk about population, both Denmark-Norway and Sweden with Finland will have a bigger population than the sum of the parts. While Oslo and Helsinki could’ve will be smaller (through not necessary by much) Copenhagen and Stockholm will be bigger. In general I raise the population of a capital in a small country in Europe by around 1 milion per 5 million inhabitants. That would create a Copenhagen and Stockholm metropole with 3 million inhabitants. But Copenhagen is a a major transport hub, so I give that a million people more (which is why Stockholm and Copenhagen have roughly the same population in OTL even through Denmark only have half the population of Sweden)
Next we look elsewhere Turku replace Helsingki as the administrative center and biggest city of Finland, I would give Turku roughly a 0,5 million inhabitants without suburbs. While Helsinki I would give 200-300.000 people placing it third behind Tampere. I also think Vaasa will be more important as a gateway to Greater Ostrobothnia. All in all I would give Finland the same population as in OTL.
Swedish Pomerania will likely be more densely populated without communist rule, it will be a important vacation spot and together with Scania the breadbasket of Sweden. I would say it have around 0,5 million inhabitants.
Oslo is more complex, while it lose the status as Norwegian capital, it will on the other hand see significant industrial growth with Danish investments (in OTL Sweden didn’t invest in Norway, because the investment was better used in similar industry at home, but Denmark doesn’t have alternative mines), I think Oslo will be less densely populated, but the Oslo Fjord will have a bigger population spread out over several coastal industry cities, think a mini Ruhr district. I think around 2 million people.
Beside that Altona will be the major city of the Duchies with around, Flensburg will likely rival Aarhus and Kiel in size, of course Esbjerg will likely not be there, but because of the need of a port in the region, Ribe will likely be bigger (I think around 50.000 people) and have a industrial port around where is Esbjerg today. Schleswig (town) will likely also be bigger at around the same size as Ribe thanks to the continue importance as a transport hub without the connection to Denmark being cut.
Sweden:
Sweden proper 11,5 million people
Finland 5 million people (20-40% Swedish speakers, very rough estimate)
Swedish Pomerania 0,5 million people
Denmark:
Denmark proper 8 million people
Norway proper 6 million (90% Danish speakers)
Schleswig-Holstein (including South Jutland) 4 million people (25% Danish speakers)
Island 300.000
Faroese 50.000
Greenland 50.000
Other colonies not included.
So Sweden have 17 million inhabitants.
Denmark-Norway 18, 5 millions inhabitants.
This place them at around the same size as Netherlands, Yugoslavia or Romania in population size. In the colonial era Denmark-Norway will likely be more important thanks to Denmark being a more active colonial power, when the post-colonial era hit Sweden will grow in importance thanks to its massive industrial potential, until the oil prices rises again and the a North Sea oil raise Denmark-Norway to the premier power of Scandinavia again.
Cultural Sweden will likely to be pretty similar to OTL, the Finns will pretty much just grow into Swedes speaking Finnish.
Danish(-Norwegian) culture will keep its mercantile focus, but will likely be less agrarian. Political it will have stronger socialist and conservative parties and weaker liberal ones. Cultural the conservative will likely be more religious conservative and in general I expect a greater religious conservatism, I also think that as result we will see a more German conservatism, with strong and real Christian unions competing with socialist ones. Denmark-Norway will likely also stay a rather militaristic culture. It’s not impossible we would risk seeing political party having militias. I think civil wars will be avoided as I still expect a culture of pragmatism and compromises.
Political I expect Jutland, Funen and the duchies as liberal stronghold with Altona, Kiel, Flensburg, Aarhus, Aalborg and Odense being socialist strongholds. Zealand will be dominated by Copenhagen where the Socialist hold strong but with the Conservative as a competitor. In Norway the Socialist run the Oslo Fjord while in the rest of Norway they compete with the Conservatives with the Socialist just being slightly stronger.