By definition, if Finland is included, we’re talking about Fennoscandia and, if you add in Iceland, it’s the Nordic countries.
Denmark is usually included in Scandinavia, but technically it isn’t part of the Scandinavian peninsula.
However, I know that outside Europe the distinctions aren’t all that important.
Most reindeer live North of the Arctic Circle, where the sun does not rise above the horizon in winter months. I suspect most summer days are brighter than the few hours of twilight the reideer get in December.