I would assume not. The problem a lot of people have is that they think fellowship(s) can make up for their glaring deficiencies in other areas (communication, responsibility, ethical behavior, collegiality, competence). They cannot. Some fellowships can make a difference if you are otherwise marginal and wherever you are looking needs that type of person. But I would wager that most private practice places are going to use "what fellowship you did" as something of a secondary consideration in whether to hire you.
Succeeding in pathology in this country as an FMG is an uphill climb. Many people do it and are very successful. A lot of it depends on your communication skills, it seems. If you are willing to put in the time and effort and you have a good background, you will probably be successful, but there may be some tradeoffs in terms of where you will live or what kind of job you will specifically do.
As far as life in scandinavia being "not that great," scandinavian countries are consistently the highest on the indexes of which countries are happiest. A lot of it comes from contentment and safety nets, though. In Denmark, for example, I think you are basically guaranteed multiple years of free college as well as health care and all that. It's hard to become truly successful though like in true capitalist countries. But for many, the tradeoff is worth it. Having been to all the scandinavian countries except Norway, they were gorgeous as well as close to an ideal climate.