I got not much to say. Safety wise: Crime wise Scandinavia is safe outside certain neighbourhoods by night. Hiking alone in the wildernes depends on where you are. The most popular zones got working cell phones nowadays.

If you are after the mountain- water combination, it's Norway that counts. Sweden got the höga kusten (high coast) that's a good alternative, but it's more high hills -water combination, but is closer to major cities.

Time of year? I do recommend may-july (july is vastly superior if you want to reach a mountain peak) if you're coming to the northern parts. Even below the polar circle, you'll get "white nights", so it's not really dark at any point for months. The farther south you go, the closer to midsummer you'll need to be. I know it doesn't really exist in Stockholm and I heard that you can experience it in Sundsvall. I'm from further up, so I've been experienced it for about 2 months.

Winter season is best februari-mars, up to april if you go far north and up to the mountains. You want to avoid the darkness and the worst cold.