An update
Boy, am I glad I called back!
So my friend got in touch with me and wanted to know what SJ was doing. Considering that I'd ordered the ticket 2 weeks ago and it was going to her, I wanted to know the same thing! I called SJ and found out that:
1. The ticket was mailed to the wrong address.
2. The connecting ticket was improperly booked, and thus auto-canceled.
Fortunately the original ticket could be re-mailed, and the price of the connector hadn't gone dramatically up. It had gone up by 80 kronor (about $11) but the following train had doubled in price!
The SJ rep finally clued me in to the main problem with the credit cards for my itinerary: there's a certain limit on foreign credit cards on any given day, because there was apparently a big fraud problem. She didn't specify what the limit was, but my $270 charge went through and a $340 charge didn't, so it's somewhere between those figures.