Sjaeland is sniped by non-Swedish attackers. This one is possible elsewhere but seems far and away the most noticeable here. I do like that you can fabricate on a non-isolated capital and take a capital without taking everything else... but this is a little absurd in the opposite direction and Denmark is the worst victim of it. Is anything being looked at regarding this? It's both far more common and absolute more devastating to Denmark than anyone else. Losing Sjaeland is guaranteed death; that sound toll is pivotal to Danish power, especially when trying to hold off Swedish encroachment, and having a nation like Pomerania or Hansa grab it any time they win despite leaving Jutland totally intact just obliterates Denmark and guarantees their inevitable death. I've even seen Pomeranian Sjaeland when Denmark had occupied over half of Sweden after successful Independence wars. Denmark with control of everything west of Finland, and Holstein through to Fyn, losing its cap to a complete minor because the warscore happened to allow it, is really awful.
One addition that might help is this, would be if Copenhagen was represented in any way. Okay, that sounds maybe overly harsh, so let me clarify: AFAIK Copenhagen was quite different compared to
most capitals. It was a trade center and it had a lot of mercantile infrastructure, but it was relatively small, because defensiveness was given
immense importance. The city of Copenhagen wasn't just protected by a fort, it also
was a fort. From the start of EU4's timeline to some time after it, buildings were forbidden to be constructed outside the city walls who were constantly kept up to date.
Even at times where the rest of the country was occupied, Copenhagen was still in Danish hands. It would be quite nice to somehow represent that in EU4, that Sjaelland is the
last Danish province to fall, not the first.