All you need to do is editing the startpos txt. file for the respective era. Load it into a text editor and read the comments by the programmers, it's not hard to do, you have to give Norway or Sweden back to the Rebels, or unassign it from the Danes, (then it becomes arebel province anyway, as far as can remember), then make sure the troops in Norway belong to the rebels too, not the Danish, or they will end up conquering it on the first turn.