Another curiosity with Sweden is that priority to the right has been codified in law since the switch to right-hand traffic, but has never actually been practised by motorists. Instead they have a bunch of unwieldy and dangerous ad hoc rules, such as priority-to-the-crossbar-in-T-intersections and priority-to-the-slightly-larger-road-in-4-way-intersections.
Also confusingly, when Swedes are about to make a left turn they keep to the far right instead of the more logical left, and vice versa.
Obviously, if the road you are coming on is perpendicular to another and dead-ends (what I assume you mean by a T-intersection), then you should have a stop sign, and the road that isn't dead-ending shouldn't have any stop-signs.
With the four-way you describe, I would usually expect to see a single light, with it blinking yellow on the primary route, and blinky red on the secondary road.
T-junctions in Sweden often have a stop or yield sign, but not always. When they don't drivers on the through road should yield to cars turning in from the right, but in practice the rarely do. Stop lights are not common in smaller, low traffic junctions.
Also confusingly, when Swedes are about to make a left turn they keep to the far right instead of the more logical left, and vice versa.