United Scandinavia and Greater Finland in WW2

How would WW2 play out with a United Scandinavia (Union of Denmark, Sweden and Norway as a result of a successful Pan-Scandinavian political movement) and Greater Finland (Kola Peninsula plus most of Karelia minus Ingria)?

Would Scandinavia for example be able to maintain its neutrality (similar to OTL Sweden) or is it more likely to end up being invaded and occupied by the Nazis (like OTL Denmark and Norway)? Or even less likely does Scandinavia end up siding with the Western Allies and somehow manages to hold out for the duration of the war (akin to OTL Finland against the Soviet Union)?

As for Greater Finland, despite still likely viewing the Soviet Union as a threat would it still be inclined to side with the Axis having already gained the Kola and much of Karelia or would they attempt to maintain neutrality?
 
Also how would the ATL Soviets cope with the absence of Murmansk port and being left with only Archangel port during the WW2 Arctic naval front?
 
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