Are the suitor's words: "We are considered Islamically forbidden to each other; we entered with good will, and we shall depart with good will; and you have with me both the advanced and the deferred [portions of the dowry]," considered a divorce? And is the money he gave to the prospective bride rightfully his, given that it was given as travel expenses that did not even cover half of them?

The husband's statements: "We are considered forbidden [to each other] by شرع (Islamic law)" and "I don't want you" are an implied divorce. If he intended divorce by them, then divorce has occurred, and you are entitled to half of the mahr (dowry), both its مقدم (prompt payment) and مؤخر (deferred payment). Your travel expenses from your country to Sweden are his responsibility, because he was the one who requested your travel there. If the husband and wife cannot resolve these disputes themselves, they must resort to the Sharia (definition) Court.