First actual swede to reply here it seems!
It's not a very simple question to answer, but I'll do my best. In general terms, most Swedes trust the government and all government agencies to do their job in a fair and just way, barring the occasional case of incompetence. When a Swede say they don't trust the government, in my experience, they typically mean that they disagree with the current government on matters of policy, not that they suspect it of corruption.
I myself don't trust the current government, in that I think they will likely make the wrong decisions on important matters, I think they have the wrong priorities, and their argumentation is often insincere. I do not, however, suspect them of anything more nefarious than engaging in right-wing populism(by Swedish standards, our default is considerably further left than America's)
A coup attempt by a government official in Sweden, such as we have seen in the USA and Brazil among other places recently, seems to me about as likely as our current prime minister turning out to be a literal lizard-man.
Do note that I'm speaking rather broadly here, and only about my perception of the majority of Swedes. I have ties to northern Sweden and Stockholm, but very few to the south, so regional variance might also be a factor to consider. Most Swedes live in the south, where my connections are few.
Hope this sheds some light for you!
I felt a need to expand on this. In Sweden, the various agencies are independent from the elected politicians to some degree. This means that while I personally do not trust the current government, I do still trust, for example, the tax agency.
The Swedish tax agency is very different from the American IRS, or at least the impression I have of the irs as a Swede who's never been to the USA for longer than it takes to switch flights, but consumes a likely unhealthy amount of social media which is typically full of Americans.
In Sweden, the tax authority kinda do your tax fillings for you. They send them to you electronically once per year, and give you the chance to correct any inaccuracies, add any information they might have missed etc, and then sign the final result.
I don't think I'm the only one who signs those declarations without even reading them. Regardless of who is currently prime minister, the tax agency typically get it right, and I trust them enough to just accept what they say, and attach my legally binding signature without reading.
I'd estimate about 95% of my Swedish friends do the same.