As a rule when considering pass vs. point-to-point tickets future passenger needs to take into consideration price per day of the pass. It might be more or less expensive then actual point-to-point for the desired itinerary. So just let's take a look at all your segments:
Paris-Coutances: here you can take advantage of the so called 'Discovery Child Plus' offer by French railways. It gives a discount for any family/group travelling with children <12. Thus in your case ticket Paris—Coutances will cost 84 EUR for all 4, it can be bought online, but you will need to print it already in France from the ticket machine. There and back makes it 168 EUR in total.
Paris-Arnheim: here it will make sense to 'break' your ticket via Amsterdam (and you anyway will need to change trains somewhere in Netherlands), thus purchase international ticket Paris-Amsterdam, while then already in Netherlands just another local Amsterdam-Arnheim. Idea behind this is that for direct trains Paris-Amsterdam there are quite a big number of discounted tickets on sale almost always. And you can easily travel for as low as 35 EUR per person (or 85 EUR for all 4). While Amsterdam-Arnheim is easy and rather cheap, full fare ticket bought before departure cost 14.9 EUR.
Tickets for both segments described above can be (with Paris-Amsterdam even should be) purchased at
www.tgv-europe.com , but there is a small trick with that website. It asks you about "Select your country" and if you input something like Canada, US, Australia etc. it automatically redirects you to the agency Rail Europe, which is an 'evil' thing, since they will sell you same ticket, but more expensive and with commission charged. Thus it's better just to input any EU country instead (anyway nobody check your residence), then you'll get direct access and normal fares.
Arnheim-Nimes: here you need to do the same trick, first discounted ticket Amsterdam-Paris (also can be purchased via Dutch railways website -
http://www.nshispeed.nl/en ), while then Paris-Nimes via
tgv-europe website or
http://www.idtgv.com/en/book And again here works the rule - the earlier you purchase the cheaper fare you get.
Nimes-Hamburg: this one will be a bit problematic to do cheap and overnight, but still. Algorithm is the same - first you purchase discounted Nimes-Paris ticket, then Paris-Hamburg for CNL overnight train (tickets start for as low as 39 EUR per person), again both on
tgv-europe website.
Hamburg-Kolding: this one is much easier, you just go to DB website (
http://reiseauskunft.bahn.de/bin/query.exe/en?newrequest=yes&protocol=http:&) and in advance purchase your tickets for the date needed (start from 29 EUR per person and children travel for free, thus it's only 58 EUR for all 4). Journey time is just 3 hours, thus no real overnight option here
Kolding-Copenhagen: standard fare here is 360 DKK, but in case you purchase your ticket in advance via Danish Railways website (
http://www.dsb.dk and tutorial on ticket purchase) you can count on an offer called "Orange", it can get you a discount of >50%. Children travel free
Copenhagen-Stockholm: overnight train departs only from Malmo, which is only 30min from Copenhagem. Ticket Malmo-Stockholm should be purchased on Swedish Railways website (
http://www.sj.se). And again - the earlier you purchase the better fare you get. While Copenhagen-Malmo is easy and cheap, ticket can be bought just before departure.
So we suggest you just take you time and check out all the above website, offers etc. Then, if you have any question, let us know, so we can help
Also, as a general remark, maybe you should reconsider a bit sequence of places in your itinerary, thus will save you time. Most obvious change is instead of Paris—Coutances—Paris—Arnheim—Nimes—Hamburg do something like Paris-Coutances-Paris-Nimes-Arnheim-Hamburg etc. Or maybe just leave you sequence, but instead consider flying from southern France (regarding visit to Nimes) to Hamburg (and even maybe Amsterdam to southern France).