Sweden spent most of the 18th century (rather incompetently) trying to reclaim the baltic provinces, so it definitely took some time for it to sink in. (Russia's traditional alliance with Denmark certainly didn't improve Sweden's strategic positions, and attempts to coordinate with the ottomans proved fruitless)
Someone mentioned the Hats and Caps, the Hats tended to be french-funded. (and yes, ran on a revanchist platform) the Caps *wanted* to be pro-english, but England didn't care, so they got most of their money from the russians instead, but foreign policy was only a small part of their divisions, they also had a lot of internal,a nd to some extent class-differences (the hats tended to be state officials, the caps, more rural)
There were two wars with Russia:
The War of the Hats which was a complete and abysmal failure, Sweden also took part in the Seven Years War against Prussia, again with little success (
although they did more or less wipe out the small prusisan navy) It's notable during this timeframe that the swedish army tended to perform absolutely terribly, while the navy, especially the coastal navy, had some success. Sweden lost nothing in the peace treaty (except a lot of money and men) and it's sometimes called the "Potato War" becuase allegedly the only thing gained was that the soldiers learned to appreciate potatoes.
The next attempt against Russia was Gustav III's russian war, which again saw the army doing basically nothing, although the navy won a great victory at
Svensksund it was complicated by war with Denmark, diplomatic intervention from France, and internal issues in Sweden and Finland such as the
Anjala League Conspiracy.
The war of 1809 was of course a complete disaster (and it's notable that Sweden had alienated their french patron by now, so there was no diplomatic support there, which was probably what had saved the country earlier)
Charles XIV John more or less ran a pro-russian policy (and the Union with Norway to some extent soothed the ruffled feathers of the loss of Finland, even if it was practically useless it brought some prestige) Probably helps that Jean-Baptiste had no personal emotional attachments to Finland the way a swedish monarch likely would have.
The last serious plan was during the Crimean War, when the swedish government had more or less agreed to join the war on the side of the allies, only the war ended before that. The hope was to retake Finland, or at least create an independent finnish state (there doesen't seem to have been a real serious plan, probably partially due to it being a very "let's try to grab the chance" thing)
In the late 19th and 20th centuries sweden's relations with Russia tended to be... Complicated, seeing as Russia was both the greatest threat and an important trading partner. (despite panic about communists, Sweden was one of the first countries to recognize the government of the USSR, and also one of the few that ackowledged the Soviet occupation of the Baltic states) OTOH Sweden had some joint-planned defensive operations with Finland, and did send significant supplies both to the finnish whites during the Civil War, and to Finland itself during the Winter War. (where Sweden was technically "non-belligerent" and not "neutral" in diplomatic parlance) (part of the reason Sweden was so completely unprepared for the invasion of Denmark-Norway was that a lot of material had been stripped from active formations and sent to Finland, including a not-insignificant portion of the small swedish airforce)
Generally after the 18th century the coherent police was to on the one hand try to maintain good relations with Russia, and on the other hand try to limit russian influence in the baltic. (hence in vague terms being positive to the indepence of Finland and the Baltic States) this is obviously a contradiction, and so swedish foreign policy oculd be... Schizophrenic (and that's disregarding the fact that Sweden's actual ability to influence things tneded to be miniscule anyways)