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Why does Holstein hate Denmark so?

Probably because of their later historical bad relations with Denmark. Although usually annexed by Denmark early on in the game, they often revolt successfully. It can be argued that they should then have a low base relationship with Denmark. However, if you feel strongly that this should not be the case it is a simple matter to fix. It doesn't matter much to me, either way.
 
but the dan-swe-rus things just bugs the crap out of me. So I have been experimenting with various things. latest is that SWE breaks from DAN in 1497.

It bugs the crap out of me too. Sweden as a friendly ally of Denmark's is completely unhistorical, and Swedish-Russian alliances almost as unlikely. In the early versions of EU it never happened, but something appears to have changed in the AI around patch 1.07. It might also be an IGC issue since I never play the regular GC any more; maybe we have managed to screw up the DiploMatrix. However I lean towards tagging this as an AI issue. It needs to be fixed, and I would even consider shortening the vassalage to Denmark (but there could be better solutions.)