So your itin is OSL-LIS-MIA?
Probably you won't see customs until MIA. In OSL you might pass customs (Norway is in Schengen, but not customs union) but they don't care about snu. In LIS you might again pass customs, but outbound they are unlikely to stop you. I'd check if snu is legal to import to the US.
In Europe, while it's not legal to sell outside a few Nordic countries, it's not a controlled substance, so you can have your own snu, as long as you don't sell it.