Looking for route suggestions luxembourg - Belgium - Netherlands - denmark

Make sure to check ordinary tickets too, I'm not sure a pass will be best value for your plans. 

Train travel in Luxemburg (actually all public transport) is completely free, and rather cheap in Belgium if you can score a multi-pass (domestic Belgian railways product, not a Eurail pass).

Check timetables and prices for Belgium here: https://www.belgiantrain.be/en

You probably already paid for your train and bus ticket (from any destination in Belgium) for the Springsteen concert in Belgium (probably included in the ticket price, best check it).

Leuven is recommended to stay when going to/ coming from Werchter. Plenty of special festival buses will get you from Leuven to Werchter and back. Leuven is a good place to visit and easy base in the middle of Belgium to discover Brussels, Bruges, Antwerp, Ghent, Liège,... since distances in Belgium are rather short and trains frequent. 

You can get practically anywhere in the Benelux by public transport, so everything is possible. But in two weeks you can see something. You might be able to squeeze in Bruges, Ghent, Utrecht, Hamburg, Aarhus, Copenhagen,... In that time. 

Suggestions is very dependent on what you like to do of course. 

Note that getting to Copenhagen takes a full and long travel day from the Netherlands or Belgium, but it's a pleasant route. Best provide some buffer in Hamburg, as German railways don't score well on punctuality lately and don't wait too long reserve seats or buy tickets, since it's going to be a busy summer with football championships in Germany.

Looking for timetables for all of Europe and ticket prices for Germany and neighbouring countries? Best check www.bahn.com to get an indication for how much time it takes to get from A to B.