Did they go to a Swedish American church at any point of their lives? (I gather that your person was Catholic since you checked those records.) The Swenson Swedish Immigration Research Center has many wonderful records (church records, newspapers, etc.). They have a website (Google it.) but their extensive collection of records is NOT online. We need to go there to research or pay them to research for us. Many of us have found the origins in Sweden for our Swedish ancestors and also much more family information from baptism, confirmation, marriage and burial records.