I've figured out the Scandinavian Dux and Rex titles. I don't think anyone will read this, but it'll make for a nice self-reference post.
Rex Norwegie, the King of Norway. The feudal bonus is given in Oslo. It can only be aquired by the Faction Leader of Denmark or Sweden when his faction holds Oslo and the title is not present within his faction at the end of a turn. When the holder of the title dies, it is inherited by one of his sons at turn start (not necessarily the Faction Heir!).
Dux Norwegie, the Jarl of Norway. This title can be aquired by a Swedish or Danish general that is not the Faction Leader or Faction Heir. It does become hereditary but does not give a loyalty penalty.
Dux Norwegie, the Duke of Norway. This title is used for all factions but Sweden and Denmark and can be acquired in Oslo the usual way. It becomes hereditary like any title.
Rex Sweorum, the King of Sweden. This title is always held by the Swedish Faction Leader, but can be aquired by a Danish king should his faction hold Visby, Stockholm, Gotenburg and Warberg. It will be inherited by one of his sons.
Dux Sweorum, the Jarl of Sweden. This title can be aquired by Danish or Swedish generals in any of the Swedish settlements, does become hereditary but does not give a loyalty penalty.
Dux Sweorum, the Duke of Sweden. This title can be acquired by all factions but Sweden and Denmark in any of the aforementioned settlements.
The Danish (Royal) titles work exactly the same way.