As a fellow Scandinavian I was in a similar position as you 2018, except that I was looking for MLE job with a (Software) Robotics background.(because beside ABB there were no robotics interest there).
Tl;dr I moved to Japan and worked in ML (ish) job. Once you start working it becomes remarkably easier to not be scoffed for lack of experience (even if you learned very little in that job)
Job security is high in Scandinavian countries and as an consequence people hire very risk-averse. risky/not so established jobs such as ML positions, they'll be actively looking for reasons NOT to hire you
