Having repeatedly played Gotland in an attempt to take the Kalmar Union, once thing I've noticed is that the nature of the Norwegian & Swedish loyalty missions, is that they are supposed to secure both of them as future subjects of yours. However, it generally does the opposite. It makes them far more likely to revolt, meaning that you have to ruin your friendship with them, to secure the Kalmar Union. This feels inconsistent with the idea that you are securing both-of-their loyalty to you as the future Danish monarch, when you take that mission.
One way that I think this could be fixed, which would make sense in the scheme previously mentioned, is to give Sweden and Norway truces with Denmark, maybe lasting 10-20 years. This way, it sort-of models the idea that, while they are disloyal to the fake King in Denmark, they are still waiting in hopes that the true king will return. This removes the headache of trying to force Sweden and Denmark back under your union, after defeating Denmark, It also makes it less of a game of random chance, when you make all the right choices, but still have your game ruined by a Swedish independence revolt before you're even ready to attack Denmark.
One way that I think this could be fixed, which would make sense in the scheme previously mentioned, is to give Sweden and Norway truces with Denmark, maybe lasting 10-20 years. This way, it sort-of models the idea that, while they are disloyal to the fake King in Denmark, they are still waiting in hopes that the true king will return. This removes the headache of trying to force Sweden and Denmark back under your union, after defeating Denmark, It also makes it less of a game of random chance, when you make all the right choices, but still have your game ruined by a Swedish independence revolt before you're even ready to attack Denmark.