In Scandinavia, we consider “Scandinavia” to be the three countries that share muturally intelligible languages and the same form of government, constitutional monarchy.
Historically, these have been important points. A few generations back, not a lot of people spoke a foreign language. To the non-wealthy people, the fact that you could trade, vacation and work in a couple of other countries without learning a new language was important. You could talk to the police and the innkeeper, read the papers and the streetsigns.
And the fact that the heads of state were related monarchs was important too, a hundred years ago.
Iceland and Finland, countries that share neither of these traits, are considered “Nordic” countries, but not Scandinavian. Except occasionally by Finns.
“The Finnish stereotype is a masculine drunk mute with a knife.” Can’t comment on the veracity. I do know that Finns (and Norwegians) have a more introverted stereotype than when compared to Danes et al. And her two Sweden characters are either: an uptight nerdy guy, or an outgoing Swedish Bikini Team type.