I think your original thought is correct. If Denmark and Belgium win then the 3 teams with 3 points would all have the same number of points in matches against each other and so the second tiebreaker is goal difference in those matches.
Here's the Denmark needs per ESPN:
Denmark
- Must beat Russia to stand any chance of progressing
- If Denmark win and Finland win or draw, the Danes will finish third and will have to hope three points is enough to go through.
If Denmark win and Finland lose, three teams will be locked on three points. Positions 2-4 will be decided on results between the three teams. If Denmark win by any scoreline other than 1-0 and Finland lose, Denmark will finish second in the group. But the exact scoreline would define the other positions:
- If Denmark win by any one-goal scoreline other than 1-0, Denmark will be second, Russia third and Finland bottom.
- If Denmark win by more than one goal, Denmark will be second, Finland third and Russia bottom.
If Denmark win 1-0 and Finland lose, the group will be decided on overall goal difference and goals scored, and Denmark can finish no lower than third.
- If Denmark win 1-0 and Finland lose 1-0 or by two goals, Denmark will finish second, Finland third and Russia fourth.
- If Denmark win 1-0 and Finland lose 2-1, goal difference and goals scored will be identical between the two teams and positions 2-3 will be decided on disciplinary points, with Russia in fourth. If disciplinary points are level, the overall ranking in Euro 2020 qualifying will be used to decide 2nd and 3rd: Denmark 15th, Finland 20th.
- If Denmark win 1-0 and Finland lose by any other one-goal scoreline (2-3, 3-4 etc) it's Finland second, Denmark third and Russia fourth.
- If Denmark win 1-0 and Finland lose 3-0, third place between Finland and Russia will be decided first on disciplinary record and then on Euro 2020 qualifying rank: Russia 12th, Finland 20th. Any other three-goal defeat, and Finland finish third with Russia fourth.
- If Denmark win 1-0 and Finland lose by 4+ goals, Denmark will be second, Russia third and Finland fourth.