This has never happened to me in Total War. I'm playing Darthmod as Sweden on hard (40 unit armies). I've restarted it three times in the past year, and I just can't survive.
The second a war starts with either Denmark or Russia, the entire world turns on me. I can just about comfortably beat Denmark, and that strains my economy, then Russia attacks me simultaneously and I have no money to defend Finland nor any means to get my army there. And even if I could defeat Denmark and transport my army to Finland I find myself being attacked by Prussia, France, Great Britain and/or Austria and the tons of smaller factions around. I literally don't have the money to defend myself.
I've tried abandoning Finland and focusing on my mainland, but due to me being surrounded by water, enemy navies will enter my territories, that I can't afford to defend and land troops in any point of my empire, and every time the only army I can afford is in southern Denmark defending against full stacks.
This is the only campaign in Total War that has defeated me. Before this I've lost once a Hattori campaign on Very Hard, but otherwise I've never lost anything even when playing on highest difficulties. I'm stumped. I'm happy that it's a challenge, though, since Total War usually isn't. I just wish I knew what I was doing wrong.