Hi, the connections you mention are both included in the Pass. However, there is currently no train connection between Norway and Sweden as all International rail services to/from Norway are suspended until further notice. Usually there is a direct train from Stockholm to Oslo. The offers on SJ.se have a change on the route for a bus that is not covered by Interrail. 
For the Copenhagen - Sweden connection, do keep in mind that you'll need a seat reservation next to you Pass. Whether seat reservations are required for your connections can be checked here. I trust this helps. Cheers,