My thoughs about reformation in Kalmar Union and Finland (province).
Rich people on south of sweden and in Denmark obviously do not want to pay money to church. Independent church is their church - and while trades in Denmark will probably go to Reformed, more pro-goverment people in Southern and Central Sweden will go Protestant. Conservative poors on north of sweden will stay faithful to catholicism.
Danish monarchs will have an A choice to go reformed, swedish - B choice reformed. This will cause heavy unrest, of course.
If UoK is orthodox reformation wont affect them this much, though they should have some sort of "altitude to new religion" event. If they choose very "conservative" view, they may gain few conversions if they survive massive rebelions across country.
If they have converted whole country (this is possible, especially if played by human), then they can express support to one of sides (protestant or catholic) or stay neutral.
Is that ok?