Thanks Oliver, this is what I feared. I am more familiar with CPH than with ARN but now that I think about it I remember that the lounges are in the Schengen-part of T5. Anyway, I think I will give it a try and see if I can pass through, guess it will say "connecting flights". In FRA the other day I was accepted through passport and security since the lounges are in the non-Schengen part.
As for the thing with domestic/international ticket you got me uncertain, as far as I remember the rules only say same-day departure with * Alliance, or?