Any Allied exp. force to Finland should probably be modelled in the same way as the Spanish Civil War (ie optional event choice leading to formation of additional divisions and an increase in supply stockpile). This is primarily because of the current limits on unit interaction.
Before doing that we need a new USSR.AI which actually garrisons the German and Japanese borders rather than send 80% of its army to Finland. IIRC historically the Russians used 43 divisions (not all at same time) and many brigade/regiment sized formations as well as specialised battallions (such as the 201st Flame Tank Battallion).
As far as Denmark is concerned, this should just be linked into a Weserubung event chain with the Altmark incident. Specifically a "Pressure on Denmark" choice leading to an historical choice of Denmark surrendering with a B choice of fighting for independence. If Denmark surrenders or is later annexed, then there should be an event for the UK opting to seize Iceland with marine landing forces (ie triggered on absence of German garrison) with a follow-on event a year later to hand Iceland over to the US.
Before doing that we need a new USSR.AI which actually garrisons the German and Japanese borders rather than send 80% of its army to Finland. IIRC historically the Russians used 43 divisions (not all at same time) and many brigade/regiment sized formations as well as specialised battallions (such as the 201st Flame Tank Battallion).
As far as Denmark is concerned, this should just be linked into a Weserubung event chain with the Altmark incident. Specifically a "Pressure on Denmark" choice leading to an historical choice of Denmark surrendering with a B choice of fighting for independence. If Denmark surrenders or is later annexed, then there should be an event for the UK opting to seize Iceland with marine landing forces (ie triggered on absence of German garrison) with a follow-on event a year later to hand Iceland over to the US.