Itinerary Help, please

That is certainly possible, but it would be easier to give you advice if you told us a bit about what you're looking for.

However, I think there are some possible improvements to your plan.

My suggestion:

Arrive Copenhagen
Take the train to Stockholm
Take the overnight train to Narvik and see Lofotoen.
Return the rental car and take the ferry from Svolvær to Bodø.
Take the train from Bodø to Trondheim. Either the overnight train (saves time and money) or the day train (takes time but is very scenic).
Drive to Ålesund OR take Hurtigruten to Ålesund (very scenic trip along the coast, but takes a full day and arrives in Ålesund very late).
Drive to Stavanger via Bergen, return car and take the overnight train to Oslo.
Take the train to Gothenburg.
Take the ferry to Fredrikshamn, just north of Ålborg.
Take the train to Copenhagen.

Another option is to stop in the Gothenburg early. Take the train from Copenhagen to Gothenburg and then from Gothenburg to Stockholm. And from Oslo you can then fly to Århus or Ålborg (one daily direct flight available, 6 days per week) and after that continue by train to Copenhagen.

A third option is to start the trip by taking the train Copenhagen-Gotheburg-Oslo-Stockholm and in the end the overnight ferry from Stavanger to Hirtshals, also just north of Ålborg.

Thanks for your suggestions, Badger. We are considering your 1st option.

Good luck with the planning!