Denmark and Sweden are arch-enemies at this time, and Denmark would love to ally with Russia to regain Skåne, Bohuslän, Gotland, Jämtland, Härjedalen, Ösel and Blekinge, lost 1658. They did attack Sweden in the Scanian War of 1675-79, so I do not see them allying with Sweden at this time.
In fact, Sweden and Denmark was at war constantly.
1521-23.
1563-70.
1611-13.
1643-45.
1657-58
1658-60.
1675-79.
1700.
1709-20.
1788-89.
1808-09.
1813-14.
From the time Gustav Wasa once and for all ended the Kalmar Union 1523 and the end of the Napoleonic Wars 1814, Sweden and Denmark were constantly at each others' throats. An alliance during this timeframe is very unlikely.
Sweden did try during the Great Nordic War to make Poland-Lithuania an ally against Russia (which was rising to great power status under Peter the Great), but failed, as August of Saxony rose back to the throne as soon as the Swedish troops left. A Swedo-Polish alliance MIGHT be possible, if the Poles decide that the Russians are a more urgent matter than the Swedish throne (which was pretty much dropped after the death of an II Kazimierz Waza 1668) and the matter or Livonia.