For planning purposes I put together this list of major festivals in Sweden and Denmark. I thought I would share in case it's useful to anyone. Caveats: these are mostly just the large festivals and I'm sure I've missed many. To avoid screwing up your trip please independently verify any dates here before using them!
• Distortion music festival, Copenhagen, June 3-7
• Midsummer in Sweden:. Sweden’s cities become deserted during The Midsummer weekend. Many people begin their yearly five-week vacation around Midsummer Day and head to the countryside. Saturday, June 20
• Foteviken Viking Market, Malmo Sweden, June 22-28, 2020
• Riverboat jazz festival, Denmark lake district, 24. - 28. JUNI 2020
• Tinderbox music festival, electronic, pop, rock, indie and urban, Odense Denmark, 25th – 27th June 2020
• Copenhagen jazz festival, 260K, Friday, July 3, 2020 - Sunday, July 12, 2020
• Roskilde music festival, ‘music, activism, arts’, Saturday 27 June until Sunday 5 July
• Music vid Siljan SWE (chamber, jazz and folk), traditional folk music, classical music, church concerts and traditional dancing to fiddle music in various village community houses, One week beginning week 27 (~Monday, June 29, 2020)
• Viking moot, market & reenactments, Aarhaus, Jul 25, 2020 - Jul 26, 2020
• Stockholm Pride, 27 July - 2 August 2020
• Ribe DEN warrior fest, late July
• Gotland chamber music festival, Visby, July 20-26 2020
• Medieval week, Visby, 40,000 visitors, August 2-9, 2020
• Strom electronic music festival, Copenhagen, date still tbd one week early Aug
• Shakespeare festival, Helsinger castle Denmark, August 1-16, 2020
• Smukfest music fest DEN (near Aarhus), 50,000 visitors, Wed, Aug 5, 2020 – Sun, Aug 9, 2020
• Odense DEN HC Andersen Festivals, Aug 16-23
• Copenhagen Pride, 18 – 23 August 2020
• Copenhagen cooking and food festival, 90,000 visitors in ten days, Aug 21-30
• Tender Festival (south of Ribe) folk music ‘folk, traditional, Americana’, Jutland, Aug 27-30 2020
• Aarhus DEN festival, art, August 28–September 06, 2020
• Kraftskivor Swedes celebrate end of summer in August by eating crayfish and aquavit