I understand from your post that you live in Sweden? Amazon sells both Kindles and Kindle books to Sweden, why would you get in trouble for purchasing a Kindle from them? You can use sideloaded content from other sources on your Kindle, that's not forbidden.
I got all my Kindles from Amazon. The last one, Oasis, from Amazon.de, the earlier ones from Amazon.com.
A local bookshop here in Estonia sells Kobo readers and they deliver to Sweden:
https://www.rahvaraamat.ee/c/ereaders/5/en
Apologies if I got it wrong and you live in some other country.