Sounds like a great trip. Two alternatives:
CPH-OSL: You could consider the overnight ferry as an alternative - it is a different experience than all those airports and quite nice. It leaves at 5pm from Copenhagen and arrives dead center Oslo early next morning. Fares are a bit higher than flying - but you save a hotel night. www.dfdsseaways.com

An alternative to OSL-Bergen: Take the train - a 7 hour ride on one of the most scenic train rides in the world. For schedules etc: www.nsb.no