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!