PG can be bought from Swedish pharmacies. The problem is that there is one PG product that for some reason requires a prescription. PG in itself is prescription free but that one product usually makes pharmacy staff suspicious. Some convincing can therefore be necessary. Many cigar enthusisats use PG in their humidors and if asked, that would probably be the best explanation to give.
VG ("Glycerol" in Swedish) can also be bought from Swedish pharmacies but contains 15% water. It vapes but leaves a taste of cough medicine. Stay away from it unless you're into preserving twigs and leaves or making your own soap bubble mix. That's about all it can be used for.
Moreover, PG and VG is used as humidifiers in snus so you can probalby get it from places who sell DIY snus kits. raw tobacco etc. That is normally the same places you would buy DIY wine and beer kits, liquor essences etc.
That said, I would opt for buying PG and VG online form e-cig suppliers. The prices are way better and if you're into making your own juices you're gonna have to buy the nic online anyway. It's not sold over the counter i Sweden except as an ingredient in patches, gums etc. Nic counts as a medicine in Sweden and only pharmacies or pharmacy partners (like Pressbyrån) are allowed to sell them.
OP: I study in Lund and go to Malmoe from time to time. Maybe we could hook up and order some stuff together? That would cut some of the transport costs. Drop me a PM if it sounds interesting.
If asked about the PG/ Propylene Glycol one could always say they're making their own soap because of allergies. Also used to make candles and incense.