Though we're looking at moving to Sweden, I don't have useful advice on that, because as a European citizen and the partner of a Dane I can just walk in. But I wish you well.

I too have gathered that the boondocks of Sweden are a lot less liberal minded than the cities, though this is common in a lot of countries. (But not, for some reason , in the Yorkshire valley where I used to live: when we were looking at the place for the first time I observed that we would fit in just fine because the oldest inhabitants were weirder than us, and even when we were living as an out poly foursome, the local opinion was that we "weren't doing anyone any harm".) Thir has warned me that we might have to be discreet about things like poly and BDSM in our lifestyle.