Finnish foreign policy before the Winter War was indeed a Scandinavian orientation. The idea was that solidarity between the Nordic countries would protect them from invasion by Great Powers. This fell apart when Finland was invaded and none of the other Nordic countries intervened to help. This despite the fact that the Finnish and Swedish military had contingency plans for an actual Swedish intervention, but the political will on Sweden's part simply was not there. Of course not long after that Denmark and Norway fell, leaving just Finland and Sweden. There were still Finno-Swedish talks of a defence pact and even a temporary political union (even a Swedish-led personal union was suggested by some) but this all fell apart because Moscow and Berlin both objected to it. See also my post
here.
The so-called Yartsev negotiations were on some level a lead-up to the Moscow negotiations in autumn 1939. Of course they were not as bold and demanding, because Russia had not yet signed the Molotov-Ribbentrop Pact with Germany, which gave them the green light to take Finland over without threat of German intervention (as long as France was standing, anyway). So you had that.
Then had Finland accepted Stalin's demands for territory in 1939, the likely outcome would have been a postponed war until the summer of 1940, when Stalin would have come for the rest of the country. In my opinion it's quite possible Finland would not have survived this alternate "Summer War", as opposed to how she survived the Winter War: maimed but alive. Why? Because accepting the 1939 demands would have severely weakened Finland's defence (it would have meant that the Mannerheim Line would have needed to be abandoned) and the international situation had changed dramatically by then (it was the threat of Allied intervention that got Stalin to sign peace in March 1940, postponing his planned Finnish conquest; this threat would not have been there in mid-1940). And of course we can't ignore that for the most part "General Winter" was still on the side of the Finns, even if winter did mean considerably more mobility for the Russian armoured and mechanised forces, in Southeastern Finland in particular. So we have heavy involvement with Russia there either way, whether the Finns accept or don't accept Stalin's demands in the fall of 1939.
Then what about the Interim Peace of 1940-41? Well, that saw increased Russian demands, e.g. more territory,
de facto war reparations, despite them not being a part of the peace treaty, control over Finnish nickel in Petsamo (not granted), forcing the Finns to build railroads that could only serve a military purpose for the Russians to occupy Finland, etc., meddling in domestic Finnish affairs through organising and funding a communist fifth column, constantly increasing political pressure, the denying of a Finno-Swedish defensive bloc, and so on. All this is what drove Finland to seek aid from Germany, as it was the only remaining source of help. By contrast Finno-Swedish interaction during this timeframe was basically limited to the aforementioned negotiations of mutual defence, some materiel purchases and Sweden funding the construction of the Finnish Salpa-line by 20% of its cost. That's about it.
Well what about after WW2? Well, again, it's pretty much just Russia, now that Germany was out of the picture. Heavy war reparations, complying with the demands of the Allied Control Commission (read: Soviet, as it consisted practically entirely of Russians, with only some 3-5 Brits), avoiding giving any excuse to the Russians to occupy the country while also avoiding the possibility of a communist coup. The Russian-backed communists had positioned themselves in a number of positions of power, including effectively taking over the State Police, making the threat of a Russian-backed coup very tangible. They were successfully removed from key positions by President Paasikivi and Fagerholm's SDP-led minority government in 1948, and the State Police was abolished and reformed under another name. Collectively this era of 1944-48 is referred to in Finnish historiography as the "Years of Danger" (
Vaaran vuodet). Beyond trade and returning children sent to the other Nordics for safety during the war, there's very little interaction here with the other Nordic countries that could be somehow translated into the game.
