Itinerary for 4 weeks

You are covering too much and waiting too much time travelling. You have to figure out how you will get into nature/ countryside/small towns. Cph and Stockholm are fine but you have to spend half time outside capitals and doing that efficiently ( drive yourself?). Try to limit area covered, say Norway and Copenhagen.

Thanks for your comment bjoern. We've chosen to bus/train/ferry around the region because it seems that renting a car is really expensive? Your suggestion re. getting out of the cities into smaller towns and countryside sounds good - where would you suggest? Perhaps skipping Gothenburg (go from Stockholm to Oslo) and taking the journey to Bergen or Flam in Norway at a slower pace?

Travelling by public transport and trying to have many stops at short distances is so time consuming so in reality you cannot cover that immense region you plan except by spending most time in busses and trains - or waiting 4 hours for next departure. Even renting cars I would suggest LIMITING. See a bit of Norway in 2 weeks sail over to NW Denmark and wind your way to Copenhagen in a week and then spend a week in Copenhagen - doing 3-4 days doing daytours.
You have a question mark after "expensive" - havn't you looked car rental up? The trick is to return in same country - in Norway in same town. ( trains and ferries are also costly).
I would do Oslo 2 days( 3 nights) the Oslo-Bergen as the Norway in a Nutshell trip over 2 days, see Bergen for a day and rent a car for a few days seeing fjords -- alternative fly to Lofoten and rent car in Lofoten or on mainland close.
Somehow ( fly from Lofoten, maybe busses from Bergen) getting to a town with ferry to Denmark ( i have that you must END in copehagen) - try to look up what a one way car Jylland to copenhagenosts - alternativt roundtrip in Jylland by car for a week and train to Copenhagen ( non stop)
This would be Norway 2 weeks, West Denmark one week copehagen+ daytours 1 week.
If you really "need" to seesay Stockholm, then start there, for 3 nights, fly to Oslo and reduce Norway to 1.5 weeks.

Or skip dk roadtrip and add time to the country with the initial Capital.

Thank you for your suggestions, bjoern - as neither of us have travelled through these countries before, it is good to hear from someone who knows the area re. places to go/route planning/transport. Your comments were very helpful, and we are rethinking our route. Thank you for taking the time to respond.

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