The route you're talking about is basically Rail Baltica (https://en.wikipedia.org/wiki/Rail_Baltica) and the Helsinki-Tallinn Tunnel. The first project is agreed upon in theory, and the latter one is also included on long-range plans, although there is some criticism of the project on grounds such as financial feasibility and other issues (like the tracks being the only 1435mm track in these countries, who normally use 1520mm (or 1524mm) gauge).