Sweden was always the "odd man out".
Despite language, culture, etc (schnapps and heering), in essense they are very different countries.
Sweden is and always was a Baltic force. Its wars were (mostly) with Russia. Finland was in its sphere.
Norway, facing the Atlantic, is much more of a seafaring nation.
it's like Spain and Portugal. Not resally the same.
Denmark was sort of it in the middle. one of the "old"powers in the Baltic, but just as much seafaring - after all - Vikings, Danegeld, those things.
The last who tried t uite it was Margareth I, Kalmar union. And that was held together with brute force.
She was, btw, the first to introduce canon into Nordic wars. She rented (yes!) 3 of them in Germany and trekked around in Denmark, asking the local knight if he would like to submit to her or die. Some told her to f@@@ off and died when she started the artillery (or when she beheaded them afterwards).
Parts of Sweden were a part of the Danish Kingdom, but it was not really a natural alliance, like Schleswig could be a part of Denmark, but not really Holstein.
The cultural border is to be felt in everyday life.
A swedish politician in the 1990's started to dig a canal around the Swedish province of Skåne, to promote independence. When they took him serious, he stopped.
So: No. 3 different countries altogether. Mixing in Iceland just makes it worse.
Ivan