But I want to focus on countries that use pure proportional representation (open party-list PR system) in conjunction with levelling seats - such as Denmark, Sweden and Norway. Is it still possible for these countries to produce overhang seats? More importantly, how do they deal with it if it happens?
No, this is not possible.
It is not possible to create overhang seats in the system used currently by Denmark, Sweden and Norway (among others).
The way seats are allocated is in a strictly descending order of progressive quotients which is based on the number of votes first in the individual ten constituencies, then in the aggregated three provinces.
Effectively, the Danish (and similar) system(s) use only one vote to award one type of seat by giving the "next seat" to "the next party in line", first with the constituency seats and then with the national leveling seats. Parties have no way to "skip the line" and earn extra seats first.
In contrast, mixed-member proportional systems (MMP) (as used in e.g. New Zealand, Germany) have two different votes to award what are for election purposes two different kinds of seats, and they are also decided in different ways (constituency seats are given absolutely, list seats are given proportionally). Because no check is made on the total number of seats arising from the two stages separately, this total can exceed the nominative size of the e.g. Parliament, Bundestag resulting in either acceptance of excess representation or a corrective process to maintain proportionality.