The main part of the Baltic likely stays open, but there have been winters when the Danish Straits have frozen across. In one winter in the 1960's or 1970's they or some of them froze so solidly that buses ran across the ice instead of ferries. A few centuries ago, Sweden invaded Denmark in winter across the frozen straits, and I saw a painting from the time of that war, of a full army including artillery marching across the frozen Lillebaelt.
Severe winters do occur in Scandinavia.
I have a book about skaldic poetry, and one of those poems says that its author was given gold by his king and he spent it on buying cattle, but the next year was so cold that he had to sell his arrows to buy herrings. All rights reserved.