is your fiancé Thai?
where is she going to change her passport to accommodate name change? If this is in Thailand after your return, then there will be no Problems for the flight back as ticket still corresponds with passport (=maiden name).
If you intended to change the passport at the Royal Thai Embassy in Sweden, you have to be aware that marriage registration does not happen at the same time in both countries, so embassy might not have info about the change and could not issue the new passport