Vidkun: "I am Quisling."Just because a guy becomes the defenition of a traitor doesn't make him infamous
Hitler: "And your name is?"
Anyway, how about this for an idea:
If all the scandinavian countries (Sweden, Norway, Denmark, Finland, Iceland (if they should gain independence somehow) are syndicalist they get an option of uniting (The order should probably Sweden-Norway-Denmark, not sure if Finland should actually be allowed to initiate, though they should be allowed to join) Whoever is "first" in the circle (we might have a few "No, we won't unite with you! You will unite with us!" kind of event choices but I have no idea how to reall do that) turns into SCA, gets cores, the tech-teams of everyone that choses to join in as well as ministers from those countries who chose to do so. Once the entire sequence (the "peaceful formation" part) is done they get the option of declaring war on the remaining territories.
(almost certainly causing German, and possibly Russian intervention, with possible aid from Britain and France)
The Syndicalists and the monarchists/conservative "scandinavists" should probably be the only ones actually able to form Scandinavia peacefully. Finnish fascists & swedish ultranationalists for example should get opportunities to create a "greater whatever" but not Scandinavia. The monarchist route would probably be a lot hairier (and could turn out in different ways) But I like the option of actually picking who's going to be king (and in extension the traits of your actual HoS) This should probably require everyone to be at least reasonably close ideologically.... Of course the more likely course for this would be some kind of military alliance rather than full unification (though you should have the option of pressing for it)
Regarding Swedish-Finnish tensions.... I'm thinking almost every colour of swedish governments should (if their interventionism is high enough) have the option to demand Åland. (possibly offering the Germans to arbitrate, I'd think the germans would have a 60/40 or some such chance to decide in favour of the finns) Or to negotiate directly. Then follows a bunch of events where you can basically chose to press the issue or not, if it goes as far as to war the Finns (if they are PA or worse at least) gets an option to claim some swedish areas (I'm thinking Swedish Norrbotten & Lappland mostly....) or going for outright conquest (which should trigger a series of "Everyone hates the Finns! wars ) the Swedes get to (if they start winning) settle for Åland (nobody cares) take some of the swedish-speaking parts of Finland (Not sure exactly how language was split during the time and where (apart from Åland) the swedish-speakers had the greatest numbers. Or go for returning the wayward eastern provinces (triggering an "everyone hates Sweden!" event chain)