Are the Scandinavian countries (Finland, Sweden, Norway) supported?

Yes, Scandinavian countries are supoorted.

You can use Squirrly SEO and do Keyword Research in multiple languages. The plugin supports over 100 research countries.

The plugin is also compatible with all popular multilingual plugins like WPML, Polylang, etc. And you can use Bulk SEO to optimize each page for each language on your website.