Hm, I would change the name of Scandinavia. As a political term, Scandinavia came into being in our 19th century, and was primarily intended to replace the term 'Norden', as Norden had come to include Finland, which, for various reasons, were somewhat more problematic in 1810 than in 1710.
Here, however, the united Nordic state still has Finland, and, well, Scotland is in the North of Europe, but it isn't in Scandinavia...
Will there still be Danish, Swedish and Norwegian cultures? An argument could be made that after so many centuries of closer togetherness, they would in large be as united as North German. This would, admittedly, make Scandinavia a fair bit stronger...
Hm, it would seem that Norden/Scandinavia would have an interest in connecting its Baltic possessions, and Novgorod might not be able to stop an alt-Treaty of Stolbovo, nor reverse it as Russia did...
Er, a minor nitpick, irrelevant to the modern day of the mod but present in the description: there never was a political unit called the Kalmar Union.

Many history books, even those from the region which said Union covered, make that mistake, but the Union of Kalmar was the unification of the three crowns, not the unified realm of the three crowns.