Crossing borders by train during COVID

Hi

I am planning to travel a few countries in Europe in August. My goal is to do everything by train. However, I was not able to figure out how it works when crossing multiple borders. When I travel from Germany through Denmark to Sweden, does my crossing of Denmark count as an entry and therefore I have to comply with all the COVID rules there? Meaning they will check for certificate, and In case the measures change again and borders close I could not travel through Denmark by train and would have to take a plane?

Thanks a lot for your feedback if anybody has insight on this!