What did the dreadful Corfitz actually do?
One thing is that as Steward of the Realm and Governor of Copenhagen he embezzled government money, did his utmost (as a high noble and member of the Council of the Realm) to limit his brother-in-law Frederik III's constitutional powers when Frederik was elected king and was one of the Crown's biggest creditors (always a good reason to get rid of somebody!), but he later intrigued and plotted against the King and went over to the Swedes during the critical period when Denmark was life-threateningly maimed (loss of the Scanian Lands) and came close to being extinguished (the Carl Gustav Wars that ended with the Peace of Roskilde in 1658.)
(NB 1864 was not the first time Denmark was saved by a miracle! And NB II the failure of the government by the noble Council of the Realm and its elective monarchy in that crisis was what enabled Frederik III to stage a coup in 1660 and make himself hereditary, absolutist monarch. He was officially offered the crown on those conditions by Fridtjof Nansen's distant ancestor Hans Nansen, Mayor of Copenhagen, on behalf of the third estate, but modern historians suspect that Frederik III was not as taken by surprise by that offer as he appeared to be.....)
Corfitz Ulfeldt himself escaped and his effigy executed in absentia, but his loyal wife Leonora Christine, Countess of Slesvig, Christian's IV's morganatic daughter, was arrested in London and extradicted to Denmark by her cousin once removed King Charles II and imprisoned for co-conspiracy for life in very sad conditions in the Blue Tower of old Copenhagen Castle. There she wrote a masterpiece of early modern Danish literature, "
Jammersminde", Memory of Misery, a very interesting account of her 21 years of imprisonment. (it was mostly due to her sister-in-law Queen Sophie Amalie of Brunswick-Lunebourg (she was the sister-in-law of the Electress Sophia) and her hatred of Leonora Christine that she was treated so harshly, her conditions were eased when the old queen died.)
Ulfeldt had loaned Queen Christina of Sweden money when she wanted to go to Rome and he and his children (who already were Counts of the Empire) became Catholics and moved to Austria, where they went into Imperial service.
And what is the curse?
In reality: Rubbish. Those who think the Saxe-Cobourgs are cursed have not read enough about other RFs, who all are tragic in some way or the other too.