Does the location matter in a PhD choice?

I do not want to quit my second PhD.

It would be unfortunate if you needed to quit -- but not the end of the world.

I want to start a new PhD being sure of what I am doing.

In my experience, it is rare to ever be completely sure of what you are doing.

How much social life and location can make a difference in your life?

A lot.

What should I do?

Ultimately, only you can say.

That said, you've already accepted an offer in Sweden. You're very happy with the university, and apparently your boyfriend is there. In your shoes, personally, I would go and try to make the best of the situation. It won't be for the rest of your life, and if things go badly then you can reevaluate later.

Sweden consistently ranks in the top-ten happiest countries in the world. See, for instance, this ranking from 2019: https://en.wikipedia.org/wiki/World_Happiness_Report#2019_report

It is natural to feel anxious when considering moving to a new, foreign country. It is a big step to make. If you feel like you occasionally need to indulge in a socially-accepted drink of your choice to quench that anxiety, that is fine, as long as it remains within reasonable limits. So don't beat yourself up about it, and make sure it is limited to a phase that passes.

The project, the university, and your boyfriend all seem to be factors pointing towards a non-zero probability that you will have a good time. The negative factors you outline, read a lot more confused to me:

I have a lot of fears when it comes to the weather. I have lived in central Europe and it was not sunny everyday and for me it did not matter.

You have fears when it comes to the weather, but your previous negative experience did not matter to you?

I know people who did their PhD in Finland, who were not necessarily happy about the short days in Winter, but as a converse you also get loads of long sunny days in Summer, which can be nice.

when I was there, I had not really a good feeling

Can you formulate why? I've been to Sweden three times, and it appealed to me. This needs not be anyone's experience, but you also don't provide us with a compelling reason on what's wrong with Sweden.

I see many factors that would allow you to succeed in Sweden. You provide us with a general feeling of anxiety, which is not to be discarded! It is important to address those feelings, and writing about it on StackExchange might help you already. However, it is also not really a good reason to reject a good opportunity. Your original post does not provide us with reasons why you would not succeed in Sweden. Culturally, Sweden and Central Europe are quite far apart. So why not try? Even if it doesn't work out, that won't trap you in Sweden forever.

We can't really answer this question because it's about your preferences. It's obvious you are expecting to suffer in your new program. Is that worth quitting your program? That depends on the severity of what you are experiencing and how treatable your problems are. Based on what you wrote, you don't really have the experience of living there yet and are suffering from anticipation anxiety. It's quite strange to judge Sweden harshly without having given it a fair shot. Moreover, things that you don't like about a country are frequently treatable (sun lamps, for example).

Even if it is difficult to live there, is it worth quitting the program? If it were me, no. You are only going there for a few years, not the rest of your life. If it were me I'd bear down and get it done without complaining. In fact, I did not like the location where I got my Ph.D. at all, but I never thought of quitting.

But I may have very different preferences than you do. You say you are passionate about research, but I think maybe you need to take stock of your true preferences and see if that is really the case. Based on what you read here, I don't see research as your primary motivation. Quite frankly, if the location of your Ph.D. is that major a consideration for you, you may be happier with a different life than the one you will get by pursuing a Ph.D.

Good luck, whatever you choose.