I really appreciate the new changes, and though I feel like a spoiled brat for saying this, I still think that there could be one or two provinces more - most importantly on the isles.
Denmark indeed could need a few more provinces---and so could Sweden. Possibly Norway too, but not too knowledgeable on that.
But this change is really great.
I said in another thread earlier today that were I in charge of making Scandinavia and had I free hands I'd add 4 or 5 provinces each to Denmark and Sweden (on top of the ones added in this patch) and possibly a couple to Norway, but again not too knowledgeable on what possibly still is missing there. I'd also have most of the Swedish Norwegian border be wasteland to simulate how armies only could cross in very few places which became choke points.
Anyway for Denmark I'd split the Nordjylland we get in 1.19 in two. One province below Limfjorden, which naturally would be called Midtjylland, and one above Limfjorden. Its name would be harder, but Vendsyssel probably would be the best despite it incorporating Thy too. I'd also but a very thin strip of wasteland on Agger Tange (or make it breached despite it not being so historically) to prevent the unrealistic movement of armies from Vestjylland directly into Vendsyssel.
Then I'd consider Jylland finished to the degree of detail we have in game. I wouldn't do anything to Slesvig, since that historically was one single unit to a large degree.
The remaining 3 or 4 provinces I'd put on the islands. You could argue for splitting Skåne, but historically that was a really important province and it was a unit too, so I'd rather up development considerably for it. The only problem there is that it then would seem to be comparable to places like London and Paris which it wasn't. On the other hand Skåneland and especially Skåne arguably was the most important part of Scandinavia and was the thing pretty singlehandedly deciding who of Denmark and Sweden had the upper hand---the one holding it would be strongest barring some God king.
The way I'd do the islands would be to split Fyn in two; and to separate Hillerød and Copenhagen into separate provinces, like you also did, to show the importance of Sjælland. Then there possibly would be a last province added to the southern isles. Possibly splitting Falster off into its own province so that you had Lolland and Falster both being a province. The reason for that mainly would be to have the islands be more important and stress how you needed to take out the navy or have the seas freeze to really be able to roll over Denmark.
For Sweden I'd add Dalsland (might already be added; can't remember.); I'd also split Stockholm in two and thereby add Upsala (again can't remember if that has happened already). Then I'd add Ångermanland, and split Småland into two or three provinces. The reason for the Småland split was that most Danish Swedish wars centered around the border lands and having those more finely represented would allow for small gains without having Denmark stand in Gøtaland and hence next to Stockholm really fast. If Dalsland is in already I'd probably add a province to Finland; either on the coast or splitting one of the inland eastern ones. If Upsala is in too I'd probably add Øland for more Småland action---or just add one province less.
As mentioned I'd probably add a few to Norway. I'm mainly looking at Trøndelag which possibly should be split due to its significance. Don't know if the northern lands warrants an extra province there. Otherwise possibly splitting Akershus into a northern and a southern province, but I don't know how historical that is. Splitting Jemtland into Jemtland and Herjedalen would be rather straight forward too, so also a possibility. Don't know if Oplandene warrants being split.
As mentioned that's about how I'd do it were I given free reigns on redesigning Scandinavia. With those additions I'd consider Scandinavia pretty much perfect and finished for the level of detail used in game. Sure one could always add 200 provinces and it wouldn't be too hard to find historical basis for that, but that'd make the area way too detailed compared to the rest of the World.
I've suggested this before, but never really explained why I thought it would be a good idea.
The province of Helsingør/Hillerød, whatever you want to call it, would have the the crossing between Skåne and Sjælland and the Sound Toll. This might allow for another trading modifier to be added to Copenhagen, and a more realistic Sound Toll to be implemented, as has been suggested before. It would also add another fort, Kronborg, to siege down and defend Sjælland.
How would it make the Sound Toll more likely to be realistic to add Hillerød? Also what would the Copenhagen trade modifier represent?
Though I do agree that in a perfect World Hillerød should be added. And having Kronborg indeed would be immersive; though not sure how it would fare game play wise with how ZOCs work, so perhaps you can expand on that?
Copenhagen should be extremely hard to take, and always the very last province to fall, as it was a city within a fortress - no buildings, markets, etc. were allowed to be built outside the city walls. This would also mean that if the Swedes, or any other power for that matter, should manage to cross the Belts to Sjælland, they would be forced to dispatch some troops to keep Fyn, Lolland-Falster and Southern Sjælland occupied, which might go some way to represent partisans, snaphaner, friskytter, etc.
How would you make sure Copenhagen is the last to fall? I agree that it should be the very last to fall realistically, but I just don't see how you can ensure that gameplay wise. And how would it force attackers to dispatch troops for partisan quelling? That's something I don't get. Plus that's probably apply to the entire World or at least most of it and you don't have to leave behind occupation troops there, so not sure how it can be justified adding some snaphane modifier to Denmark---plus even if that's added what's then to prevent the attacker from just having a stack standing to move on revolts or just use harsh treatment?
With regard to size then it's not really a good argument that a mod does it, since mods can do many things which aren't feasible in the main game. Hillerød and Copenhagen would be around the size of Bornholm (although Copenhagen could be enlarged on adding Roskilde county) and the main arguments used against Bornholm back when we campaigned for that was its small size. And it was primarily added due to the strategic importance of Bornholm naval wise.
There's also the issue of troops in Copenhagen partially shielding Hillerød making it even harder to click. Now I'm in no way opposed to small provinces; just look at the Århus province (which was pretty much just the current Århus municipality (possibly Ning shire too; can't remember) the coast until Mols, and then Mols until Ebeltoft) I initially proposed in my thread on more Danish provinces. That'd have been a strong contender for hardest in game province to click. But where mods can use provinces which are really hard to click vanilla needs to run a balance between clickability and relevance, which also was why I later changed my proposal to have a larger Østjylland province, since that was much more feasibly clickability wise.
Hence why I don't see Hillerød and Copenhagen being feasible (though perhaps one of them) despite thinking that they are really warranted to have.
. More detail for Denmark sounds good. I have to admit, I've never played as the Danes (nothing personal, there's just quite a few countries to play as in EU4, and they haven't got up yet). This patch may just change that 
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