You are not going to find anything in Arlanda.
If you definitely need the DA42 your options are
1. SAA in Västerås
Startsida | Scandinavian Aviation Academy
2 Diamond Flight Academy in Kalmar
Diamond Flight Academy Scandinavia
I would also recommend you to look into South Sweden School Of Aeronautics,
They would be doing it in a Piper Seneca II and you would probably get it for half the price of any school in Sweden.
Hem
Good luck
/Johnny