Yeah, that first example does sound unexpected based on my experience. I might have to deal with something like the second example in the soon-ish future, mind telling me the route you took?
You kinda need to have an EU-based CEO. Swedish-based is (marginally) easier.
There might be tricks via Cyprus or so, but that will only let you create the AB - you still need a Swedish corporate bank account to pay your employees the proper way.