Gargoyle, yes, certainly there are sources for this, even though they are in Swedish. I guess you could translate them with Google Translate.

It seems as if I were not allowed to post the links, so I've made removed the wwww and http://.

About censor in Sweden during WWII there are lots of articles, for example ungmedia.nu/yttrandefrihetens-pusselbitar/censurforbud/ and smps.se/area/censur.php

Sweden and the concentration camps (sverigesradio.se/sida/artikel.aspx?programid=95&artikel=2282405)

Sweden deporting jewish people, in the beginning of the war (later Sweden changed this and allowed jews to enter the coutnry) (kristdemokraterna.se/chatrinepalssonahlgren/Artiklar/Barnperspektiv05 and aftonbladet.se/kultur/article12872435.ab )

Sweden exporting to Germany (svd.se/kultur/ny-bild-av-sverige-under-krigsaren_3405527.svd)

And the source for the song is the book "Den svenska sångboken" by Anders Palm and Johan Stenström ISBN 91-0-010133-8, 1997 and 2003