The problem with fjords, whales and aurora is combining them gets very hard with daylight hours - up above the arctic circle at the time of year when the aurora is at the peak you'll only have about 4 hrs of daylight which makes other sightseeing harder, especially for whales. However if you really want to do it then look at some of the winter orca safaris, which combine everything - they don't come cheap and usually only operate when the Orca are in the area which is Jan/Feb ish - depending on when the herring migrate into the Fjord (you need to be staying around Kvaloya, although some boats will leave from Tromso). It isn't cheap, but it is a magnificent experience!