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I prefer to think of Scandinavia as more of a puppet arrangement. Closer to Vichy, really. But maybe you're right. It's the incompatibility of war goals with occupation policy that is the source of strangeness.
Occupation of Norway and Denmark was different, at least before 1943 or so, i.e. it was more lenient in Denmark. If I had I choose one country in which I would like to live under Nazi occupation (assuming that it's inevitable).

Vichy is a special case IMO. It is a mix of a neutral pro-Axis country of a puppet, although in order to fully represent it you would need some strategic effects and a war between the Allies and the French State (or at least between the French French and the French State) without the ability to send EXP forces to the Axis or move troops outside own borders, too. Also, the Allies should be able to deploy undeground networks in the territory controlled by the French State.
 
Occupation of Norway and Denmark was different, at least before 1943 or so, i.e. it was more lenient in Denmark. If I had I choose one country in which I would like to live under Nazi occupation (assuming that it's inevitable).

True. The "surrender" of Denmark let them get away with more than if they had tried to fight it out. Lots of good stories about Denmark's "Yeah, we surrendered and we are totally not playing dumb and dragging out feet on implementing policies you guys like" approach to the war. That's like a puppet regime staffed entirely by ministers that reduce Denmark's contribution to the Axis to practically zero. :)

Vichy is a special case IMO. It is a mix of a neutral pro-Axis country of a puppet, although in order to fully represent it you would need some strategic effects and a war between the Allies and the French State (or at least between the French French and the French State) without the ability to send EXP forces to the Axis or move troops outside own borders, too. Also, the Allies should be able to deploy undeground networks in the territory controlled by the French State.

Well, Vichy has never been represented in a way that really works well. But I can't make fun of the developers because, given the open ended nature of the war, I can't really decide HOW you would make Vichy work well. It really was a special case. Strategic effects would help, and some special rules for exp. forces would also help. But because nation-states are coded in the game in certain way, the more amorphous situations like Vichy and China end up getting shoe-horned in certain ways. Should you let the Allies DOW Vichy? Should you let Germany annex Vichy by event? Should Vichy be a puppet of Germany and supply resources? If Vichy is attacked, should they be protected by Germany? Can you let Vichy be "couped" back into the Allies and unify with France on the cusp of an early Overlord? Should territory owned by Vichy be occupied by the UK/USA or immediately turned over to France proper? Should Vichy just not be in the game and instead a special "Vichy strategic effect" or "Vichy occupation policy" (after all, collaboration in Vichy was different than elsewhere because of the treaty Vichy signed with Germany) be in place in France with a Free France country owning the non-Vichy provinces?

I dunno. Any idea idea I come up with, I can hear players going "But but but it's not historical because Marshal Petain was in league with the lizard aliens, Wilhelm Canaris, and Quisling!"
 
Should you let the Allies DOW Vichy? Should you let Germany annex Vichy by event?
Yes and yes. Historically the Allies fought Vichy France in Africa (including Madagascar and Operation Torch) and when the time came, Vichy was annexed by Germany in an instant, although it should be noted that it was militarily occupied, so maybe a "war" would be more appropriate. If Vichy is realistically portrayed, it won't matter, though, as there should be nothing more than MILs, GARs and MPs in southern France, anyway.

Should Vichy be a puppet of Germany and supply resources?
Maybe.

If Vichy is attacked, should they be protected by Germany?
Of course, Germany should protect them even because of naval bases in southern France alone. Can you imagine the Allies landing in southern France and Germany staying neutral? I cannot.

Can you let Vichy be "couped" back into the Allies and unify with France on the cusp of an early Overlord?
Why not? Sides were changed frequently in case of Vichy-Free French power struggle...

Should territory owned by Vichy be occupied by the UK/USA or immediately turned over to France proper?
Whatever works better for the supply system.

Should Vichy just not be in the game and instead a special "Vichy strategic effect" or "Vichy occupation policy" (after all, collaboration in Vichy was different than elsewhere because of the treaty Vichy signed with Germany) be in place in France with a Free France country owning the non-Vichy provinces?
That would be inaccurate. Vichy was a different country with special "rules" arising from the fact that the French signed the armistice. It had a different status than the rest of France, it still controlled the navy and vast armed forces in Africa (but not in France proper!) etc. It deserves a higher status than an occupation policy...
 
All nice and dandy (no really), but for now, let´s try to tell the devs, that this one decision that boosts the germans when they start barbarossa should forbid ´colaboration gov´ in the soviet union for germany, as of TFH. Or that the later should cancel the former. Or whatever works best technically to exclude one from the other (permanently if possible). Plus some general tweaks for the occupation policies, maybe?

About linking occupation policies to war goals - what would be your suggestions as to tie which war goals to what occupation policies?