Around Denmark you may be able to make a loop using the Denmark Railway Heritage Trail and the Bibbulmun Track.
Near Collie, there's a new trail called the Wiilman Bilya. It too connects to the Bibbulmun in the Wellington Dam area.
If you're car camping, make sure you can get a site by booking. It's been very busy here most weekends, even off-peak.
State government sites can be found on
https://parks.dpaw.wa.gov.au/park-stay, otherwise HipCamp is half decent.