EI896
No, unfortunately there is no Dublin to Skavsta service, and it is not likely to materialise in the near future with Ryanair's current Swedish strategy of freezing expansion there while this new aviation tax is looming...
There are three direct options when travelling between Dublin and Stockholm:
SAS, who you have mentioned, have recently completed an Aer Lingus style remodelling and you'll be surprised that they now offer some really competitive fares
FlyNordic, even if their fares are only displayed in Swedish Kronors, they are good value.
Lastly
Sterling only operate during the summer. Good fares, and you can sometimes find some absolute bargains