theres a couple of issues with that
doing WW1 Denmark was neutral, so even if they'd win the war they probably couldn't get away with a territory claim on something they'd never owned before from a non-player (who'd been a constant sovreignty the last some 900years, and can trace ownership off, back to 13'th century, under the Norwegian crown, which at that point only recenty have been spilt appart and the swedish capturing it)
WW1 started out as a war Austria-Hungary and Bosnian/Serb Rebels due to an assassination on the AH crown prince, with alliances piled on, on both sides
Other than vassalation of Denmark, most likely in the aftermath of SSW (before that the danish kings wouldn't go on with the idea, and then it would be an expansionist war) I don't see it happening.
And even then the actual attempt to make an argeement with the Danish King would invite for a fullscale war with Prussia, Austria-Hungary and the royalist Danish troops, fighting against UK, France, Danish Rebels (which would include a majority of the Parliament, under the democratic Friends of Peasents and the National Liberals), and prehaps even supplies and a general call for volenteers from Sweden and Norway ... And i'm somewhat doubtful that Prussia would be able to win such a war.
My Solution? ... impossible, at least given the demand of a PoD after 1800 ... you'd have to go far enough back in time to give HRE reason to expand to include all of scandinavia, and even then its a tough sell.