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There is a very unorthodox route in which you join the HRE, but I do not recommend this as you will lose your kingdom rank of government and HRE events like The Great Peasants War can be disastrous for Denmark. It's just a lot easier to expand east and build up strength, then attack the HRE with Poland or France. You won't encounter coalitions in Russia, especially if you ally Poland/Lithuanian.
I'm waiting for a truce to expire with Livonian Order/Riga. Riga is allied with Lubeck, and I think I could easily take both of those, but I'm worried about too much Aggressive Expansion and want to pace myself with it. I was wondering if vassalization had a lower AE. Good to know it does.
Muscovy recently rivaled me, so there will likely be future wars over in the east. My rivals are England, Scotland, and Bohemia. I'm also thinking of expanding a little in the west into Scotland and giving that land to Norway, which will eventually be integrated into Denmark. I think France is guaranteeing Scotland, so I really don't want a war with France over some insignificant Scotland province. Plus, the Danish navy is all galleys right now, and I don't know that they will far well outside the Baltic Sea.
Expand into Russia and declare war on scotland using Norway’s claims (set provinces as vital interest), then you don’t have to worry about the English/British navy since you have a beach head.
I recommend taking the land for yourself to get stronger to keep Sweden loyal.
Also there are other Casus Belli beside Conquest you could use to pop less AE. Excommunication War is good one, tho Pope rarely uses it in north germany. Religious League War has 50% less AE (requires Art of War DLC). Holy War, Imperialism and Nationalism are ones you can unlock later.
Check them all here
https://eu4.paradoxwikis.com/Casus_belli
Also the Emperor can sometimes get into a war, where they get occupied and besieged provines, giving them significant penalties to thier desire to defend, be in dept witch also gives penalties to the desire to defend or suffer from war exhaustion.
A well timed war on a nation whose ally will not defend it is a good opportunity.
A good way to prevent a coalition is to prepare using diplomats to keep big nations happy. Spend time before, during and after the war improving relations with nations that might join a coalition.
You can make a peace deal to see who will be upset by it and then spend time during the war to improve relations with nations that might join a coalition, giving preferance to larger nations or nations with larger allies.
By repeating this during the war you should reduce the number of nations that can join a coalition.
Anything that improves relations and/or lowers agressive expansion should be very helpful.
Increasing the number of diplomats is very benefical as well.
Big Allies and being big yourself help in that a coalition may form but might not fire, if you and your allies are strong enough compared to the coalition.
Attacking Riga to get at Lubeck is good way to get around the emperor getting involed.
You have to decide betweeen making Lubeck a cobeligerant and potentially drawing in the Emperor, or needing more warscore to take it and getting more AE.
( depending on what version and Dlc you use, you might be able to make Lubeck a cobeligerant without the Emperor being called in) )
Vassalising does indeed give less AE, but when you annex a Hre Vassal you get a -25 negative relations hit with all Hre Nations in addition to the standard penalties for annexing a vassal.
Lubeck might not be the only center of trade that are allied to Riga. Often Bremen and/or Hamburg are allied to Riga as well. Taking a center of trade and leaving Riga alive to come back and repeat when things have cooled of, if you cant take all you want at once is a good thing ,if you can isolate Riga so that no other nation can take it during the truce.
2 ways of dealing with taking centers of trade in the Lubeck trade node is either being allied with the emperor to prevent the unlawfull territory that is -25 relations with the Hre princes, and coring them while at peace, is probably the easiest solution.
Getting to attack them without the emperor getting involed (non cobeligerant or the Emperor is busy with another war, in debt or dislikes the nation to much), is also easy if you are allied with the Emperor
If you are not allied with the Emperor you will have to be at war until the province is cored
to prevent the Emperor sending an Unlawfull territory demand. Either peace out the Hre nation seperately and core the provinces while countinuing the war or after ending the first war start a new easy war and core the provinces during that war. Beware of enemies occuping or besiegeng the provinces requiering more time needed to core the provinces.
In that case accepting the culture and/or taking administrative ideas for reduing the coring time of the province is helpfull.
If you already have a vassal of the germanic culture group, you can transfer occupation to them and take advantage of the fact that they will core the province quicker as well as not needing to spend administrative power to core them.
While vassalising during war is normally an option, the savings might not be worth the cost later. A current workaround is to peace out the war and release the province as a vassal, then annexing them later. While this has the drawback of both taking the province and annexing a Hre prince, it is an option if you can not start a cover war to core the province and wont spend diplomatic points peacing out the Hre nation seperately.
It is worth noting that there is an event that integrates Holstien for you with out using Power points, but cost money and gives autonomy instead. Also you can get lucky and inherit Norway and Sweden without spending a lot of Diplomatic points on integrating them.
Diplomatic repution really helps with this.
Diplomatic reputation and growing big might also let you peacefully vasslise Hre members. While there is a significant penalty to vassalise Hre members compared to other nations,
you can get big enough that smaller Hre nations might still agree to vassalisation.
Allying a Hre member or vassalising a Hre Member that has lost some of their core provinces might provide opportunities for wars where you get core provinces back or get provinces for your effort. That might require you to start a war to core these so keeping some weak nations around that only you can attack is often worth it.
While Lubeck is indead something that you should get , it is not the first thing on the menu. Taking territory from the Teutonic order, the livinian Order and Novgorod to give you the power to take on Lubeck,Riga and any allies they might have should be possible regardless of your version and DLC combination.
A thing to consider is that Austria might lose the Emperorship. A smaller nation might give you the chance to take out Lubeck either through being to weak to defend against your alliance or by having Lubeck as a Rival, allowing you to target Lubeck directly.
This is often the case of Austria getting a female heir or changing religion, but the Emperor dying at the wrong time while at war with several electors might make them vote for a new Emperor.
If you have further questions about this or any new problems feel free to ask.
I have experience playing Denmark both with and without DLC
Good luck and Have fun
If non-member owns HRE provinces, the Emperor may get CB to attack you and rejoin that province. Every province owned by non-member also reduces Imperial authority which emperor needs to pass reforms. If you are attempting to weaken the emperor, you may want to leave province to HRE so the emperor gets IA penalty.
Removing the province gives relation penalty to emperor. If they hate you already, this matters little.
Imperial Authority is basically a slow-growth mana that lets the Emperor pass reforms, which strengthen both the HRE and the Emperor's control over it (eventually resulting in the option to vassalize and then annex the entire thing). That's not usually good news for anyone outside the Empire, but blocking IA growth can prevent this.