If anyone pronounces <ch> as <sh>, <z> as <s> and <j> as <y> they're probably Swedish.
As a native English speaker, it took me a while to hear the difference between Swedish "tj" and "sj" (at least the way it's pronounced in Northern Swedish, like "schhh").
It does, but only in the onomatopoetic word "bzzz", as in the sound of a flying insect. And if you were to drop that sounding s, if you said that a fly went "bsss" around you, people would be weirded out, thinking the fly pissed on you or something. So pretty much every Swede can make the sound [z], and can hear the difference between [z] and [s], but only for this single word. It's so weird!
Now as for Swedish, what trips me up is that I've met so many Swedes that (otherwise) speak great English, but seem to pronounce J sounds in a distinctly Swedish way when speaking English. I've had fluent English-speaking Swedes in a university setting asking if I want to hear a "yoke" (joke) and or maybe telling me about their "yeans" (jeans). It's so weird. It's a bit like how many French people seem unable to pronounce an H when speaking English, but Swedes are damn good at English, unlike the average French person.
Likewise, I can identify English with a Danish accent pretty quickly, but I can't for the love of me speak it, because I'm not good enough at Danish. But a dead giveaway is that Danish realizes 'R' as [ʁ], and many Danes pronounce it the same way when speaking English. :-P And there's something with the vowels that's just weird that Danish people do... I can't put my finger on it.
(I have the opposite problem, I can't make that 'R' sound at all, which is why my Danish sounds pretty funny to native Danes.)