An end to my story: still no refund from SAS for flights cancelled by them on 19 March. So yesterday I started a chargeback on my Amex for services not received, and the dispute has been immediately closed in my favour (they had closed the first one before I finished doing the second one, not even "investigating", so I guess it is automatic) and the funds have been credited back to my card today.
I wanted to let SAS issue the refunds themselves, and not make them incur the cost of the dispute with Amex, but in the end 11 weeks is too long. Every other airline (including Wizz, a low cost airline) and every hotel has refunded me for my travel in March-June, only SAS could not do that in a reasonable time. I know that airlines are struggling and that of course I had already spent the money so did not "need" it back, but there is only so long that can go on for. I was prepared wait a bit longer when the first "please be patient" email came on 1 April, but they did not even bother to do that again in May or June as the months passed... Sorry SAS but I had to do it myself.
Good luck to everyone else.