Many countries have attempted to control COVID-19 through the implementation of non-pharmaceutical interventions. However, it remains unclear how different control strategies have impacted SARS-CoV-2 virus transmission dynamics at the local level. Using complete SARS-CoV-2 genomes, we inferred the relative frequencies of virus importation and exportation, as well as virus transmission chain dynamics in Nordic countries - Denmark, Finland, Iceland, Norway and Sweden - during the first months of the pandemic. Our analyses revealed that Sweden experienced more numerous transmission chains, which tended to have more cases, and were of longer duration, a set of features that increased with time. Together with Denmark, Sweden was also a net exporter of SARS-CoV-2. Hence, Sweden effectively constituted an epidemiological and evolutionary ‘refugia’ that enabled the virus to maintain active transmission and spread to other geographic localities. This analysis highlights the utility of genomic surveillance where active transmission chain monitoring is a key metric.