"How did all those refugee loving Swedes turn into goose stepping Nazis so quickly?"
Before you get to excited over the thought of a resurgence of fascism in Sweden, it's likely about 80% of voters will not vote for them. However if they get 20%, given the history of fascism in Europe that would be 20% to much, in my opinion.
But to answer your question, it's highly likely the Nazis are getting support for the same reasons they did in Germany.
And I'll use this article on the Chemnitz events to explain. http://www.wsws.org/en/articles/2018/09/04/pers-s04.html
First, widespread support from the deep state.
"They feel strong because they have friends in the police, in the secret service and in the government."
"Among the fascist party’s (German AfD) leaders are many representatives of the state—military, intelligence officers, policemen, judges and professors. With its 3,100 employees and an annual budget of 350 million euros, the Office for the Protection of the Constitution, as the German secret service is called, is a hotbed of right-wing extremism. The National Socialist Underground (NSU) racist terrorist group was permeated with and partially financed by undercover informants working for the secret service."
Second, the promotion of the fascist and neo-nazi parties by the mainstream media.
"Eight years ago, the book “Germany abolishes itself” by Social Democratic Party (SPD) leader Thilo Sarrazin opened the door for the official rehabilitation of xenophobia and racism. The book, which claimed that German society was being destroyed by foreigners, was praised in feature articles and on talk shows as a bestseller before the first copy even reached bookstores." "The German political establishment began a systematic campaign to downplay German crimes in the First and Second World War. Nazi apologist Ernst Nolte and explained that Hitler was “not vicious” because he did not want “talk at his table about the extermination of the Jews.”' The state and government support the AfD and the neo-Nazis because they serve to create a constituency for its policies of military rearmament, attacks on democratic rights and social austerity."
Third, of course they lie, just like politicians everywhere.
They get support by criticizing the unpopular austerity policies of the social democrats and other fake "left" parties which produces greater inequality. They lie thru their back teeth when they promise to maintain pensions etc etc, making fake promises that they have no intention of keeping.
And I guess they just attract the type of thugs and criminals who like to roam around in violent gangs bashing people and dream of shoving children into gas ovens.