Hi Tommy,
Have you thought about going up Sweden and down Norway (as a Norwegian I think this is a good option...).
We took the overnight ferry from Harwich to Esbjerg (Denmark), and then stayed a night in Denmark on the way up to Sweden and Norway. Ferry was good and very convenient.
If you are going mid winter, snow chains is a must. A winch might also be something to think about if you are going off the beaten track on your own. It might also be an idea of stopping past a hardware store/fuel station and pick up a bag of course gravel - this has helped me a few times in the past. Shovel is a must, as is blankets, torch and other survival items (burner and thermos for hot drinks) for seriously cold days and nights. The vehicle quickly turns to a freezer if you happen to get stuck! Sump/axle/steering guards will probably be more for snow and ice than for rocks.
Do some investigation into tyres, and what is allowed in winter in Sweden (http://www.transportstyrelsen.se/en/road/Vehicles/winter-tyres/) and Norway (
www.naf.no). From what I can see M+S is a requirement in Sweden, though in Norway there is a requirement of 'sufficient grip' (no specific M+S requirement for vehicles under 3500kg). Please verify.
Hope this helps. Let me know if I can answer any other questions.
Happy travels.
VE