Dressy casual? I guess it depends on the agency, but they aren't that formal usually. I'm a guy, but still... If the interview is here in Stockholm, they might see you coming and going in the winter cold. Good boots or shoes (not too high and unstable), jeans or other casual trousers that still look neat, merino/cashmere sweater or some other good top, blazer, good simple leather bag, leather gloves, wool coat (or any outerwear except for a Canada Goose down jacket)?
I think it's generally a good idea to look a bit polished, but not stressed. Nothing too trendy, too tight, very flashy, very girly.
Understated but strong style. Black, navy, grey, cream, white or muted browns/purples. Maybe some strong accent colour. Make them see that you pay attention to design and quality, but is not a slave to fashion.