If the train you plan to take is run by Öresundståg, then most seats on the train are not possible to make reservations for. Only some seats are reservable and those are sold out if you get that message. 

I sort of tired bying tickets and it sain No tickets available. So I didn’t just try to reservation seats. Could there still be room on the train?

As most seats on the trains of Öresundståg are "free" (not possible to make a reservation for) you should hopefully find seats if yoy board the train as soon as it get to the platform.

I don't know how Öresundståg mark which seats that are reserved and I don't know what Öresundståg do if the train gets too crowded. 

Thank you. Luckily there seem to be at least a few trains which we can take so maybe we will be able to board one of them.

These trains run ev 20 mins-all day (and even a little more often in the peak). In the peaks they have 12 cars. I think some cars have special REServe  space for season ticket holders-stammgast.

I guess you again did not quite understand it all and tried to RES on the few X2000 that come fra STO till KÖpenhamn-these canNOT be RES for just this short last leg.