Just to make things worse, the Scandinavian languages use different versions of what have historically been the same letters, and collate them differently. E.g. Norwegian has æ (Ä), ø (Ö), å, collated in that order. Technically the Swedish variants are not part of the Norwegian alphabet, but they're typically collated with their modern Norwegian equivalents.

At least in Norwegian, ae, oe, and aa is also traditionally collated as if they were using these letters, so a word starting "aa" comes at the end of the alphabet, after z, oe and ae....