You should not need to take action yourself. The regulation requires each member state to designate an body responsible for its enforcement. See this:

Article 16
1. Each Member State shall designate a body responsible for
the enforcement of this Regulation as regards flights from
airports situated on its territory and flights from a third
country to such airports. Where appropriate, this body shall
take the measures necessary to ensure that the rights of passengers
are respected. The Member States shall inform the
Commission of the body that has been designated in accordance
with this paragraph.

In the UK the designated body is (somewhat confusingly) the AUC and the CAA, who ask you IIRC to make the complaint to the AUC first, who will try and resolve it with the airline, before moving on to the CAA who can bring enforcement proceedings. In the UK, a failure to comply with the regulations is a criminal offence!

As I understand the regulation, there is no need to complain to the Swedish enforcement body, although you may wish to do so instead of, or as well as complaining to the AUC (telling them that you are pursuing the complaint through both bodies). You can complain to any enforcement body about an alleged infringement of the regulation on the territory of a Member State.

2. Without prejudice to Article 12, each passenger may
complain to any body designated under paragraph 1, or to any
other competent body designated by a Member State, about an
alleged infringement of this Regulation at any airport situated
on the territory of a Member State or concerning any flight
from a third country to an airport situated on that territory.

You haven't said whether the airline provided you with the assistance required in the event of a "delay" and the notice of your entitlements in the event of a delay or cancellation. It would be quite helpful to know this.