I'd assume that there would be records in Sweden of people leaving the country, especially refugees, after 1939. Finding them from overseas and unless you speak Swedish might be a big task tho'
https://en.wikipedia.org/wiki/National_Archives_of_Sweden
https://www.familysearch.org/en/wiki..._and_Libraries
https://riksarkivet.se/ - this has some pages in English including the search engine