I know that in denmark, you can walk armies through sjaelland fyn and the capital even though there is water between. does that work from denmark to sweden to? Id rather be sure before I declare war
If it works one way, I'd expect it to work the other. This should be map, rather than nation dependent. Though you may get an amphibious landing penalty which can be quite excessive if it's to an enemy occupied territory.
That said, I'm surprised it did work the one way. In my 2 runs at playing GBR there were several small bodies of water I'd have expected to be able to cross by ferry/commandeering local craft and needed to bring in a transport fleet instead.
No, there is no strait between Sweden and Denmark.
The ones allowed within Danish isles is to ease the Danish AI (plus to show in a realistic way the multiple ferry and connections between dozens of small Danish islands)