An update on my case: flights were cancelled by SAS and I called to request refunds (still an option at that point) on 19 March.

I called to chase today as it has been two months. The gentleman who answered said he could send a "reminder" to the refunds team as he agreed it had been a long time. He also said that the latest internal report said they were "working on March cases" but he did not know what exact date they were up to. That does not bode well since of course this situation only started in March.

He estimated it could be 1-2 weeks for my refund to arrive. I am willing to give SAS that much extra time as I do not need the money right now, but if it has not arrived by then I will start the charge back process with Amex.