The Baltic countries are northern Europe, not eastern.
Nordic is very different from Northern.
CIA indeed defines Northern Europe as you describe, including Denmark, plus Iceland. [1] However the United Nations has a different definition, which also includes the Baltics, UK, and Ireland. [2]
[1] https://en.wikipedia.org/wiki/Northern_Europe#CIA_World_Fact...
[2] https://en.wikipedia.org/wiki/Northern_Europe#UN_geoscheme_c...
In the UN geoscheme, Baltic countries are part of Northern Europe. According to EuroVoc, Baltic countries are part of Northern Europe.