What's a Neanderthal? What's a Cro Magnon?
Basically, these are names assigned to groups of fossils with similar bones. Sufficiently similar, for some nearly arbitrary value of sufficiently.
FWIW, it is my belief that they typical Neanderthal woman had a pelvic girdle to tight to pass a Cro Magnon baby. (The adults definitely had very differently shaped heads, though what that means is subject to doubt.) This explains nicely the lack of Neanderthal mitochondria in our genome. And it means that while Neanderthal males could successfully mate with Cro Magnon women, the converse didn't work out. As a result heads shaped like the Neanderthal disappeared from the gene pool, and any genes for producing them, and any genes that were tightly coupled with them.
OTOH, I haven't heard anything about the shape of the heads of the Denisovians. Some people have some of their genes, too.
It is my belief that Cro Magnon/Neanderthal/Denisovian is all one species, and that splitting them into separate species is an error, one fostered througout palentology, not just in this case, because it is much more important to discover a new species than to discover a new population with some unusual features.
OTOH, please note that species boundaries are nowhere near as absolute as normally thought. Often there will be diverse populations of a single species clustered in a spread out area, with the populations at the extremes of the area either unable or unwilling to interbreed, even though there is a continual flow of genes throughout the cluster, i.e., every adjacent population is willing to breed with its neighbors.