Having done research on that part of Europe for my 2020 trip that didn't happen, I know there are lots of great options. The most dramatic scenery is in Norway, but the Stockholm Archipelago is also very scenic, and there's certainly pretty countryside in Denmark as well. All three of the capitals seem worth multiple days, and each country has multiple other towns that made it onto my tentative itinerary. I suggest reading through a Scandinavia guidebook with a map at your side so you don't fall in love with places that are just too far apart.
I think the most complex part of the plan may turn out to be the fjord region in Norway. The Norway in a Nutshell routing (which has multiple variations) is intended for people who have very little time and want to see some of the best of Norway's mountain and fjord scenery. Those itineraries can be done independently (but most segments need to be pre-booked), or the transportation (train, boat, bus) can be purchased as a package at extra cost. If you are more into scenery--with or without hiking--than cities, you should probably devote more than the standard 1- or 2-day NiN time allowance to seeing the fjords. Rick explains the options pretty clearly (it's a bit of a tricky subject) in his guide to Scandinavia. Variations have been discussed many times on the Norway forum here, with folks who've traveled through that area giving their views on the towns along the way. If you're willing to rent a car for part of your time in Norway (which I assume is a pricey proposition), you'd have the freedom to lodge in smaller towns with little or no public transportation and see beauty spots not full of folks on the NiN itinerary. But don't plan to pick up a car in one country and drop it in another without checking on the international drop charge. Also verify what sort of ferries you'd be allowed to take the car on; there might be limitations. Putting a car on one of the international ferries might be costly; I haven't checked into that since I didn't plan to do any driving.
In case you haven't done any research on Norway yet: My reading indicates that it is very, very expensive, though I never progressed to the point of booking hotel rooms. You can probably get an idea of comparative costs by looking at lodging rates on a website like booking.com. I believe restaurants are also more expensive in Norway than in Denmark and Sweden.