Do not be distracted by your colonies. They are a benefit but not worth a hard fight to hold onto since it is a long and tortuous route to India from the Baltic. The vineyards are your greatest asset. As Austerlitz progresses, more and more European forces arrive in the colonies, and you cannot really afford to commit too many men. So take what areas you can, but try not to draw too much attention to yourself.
Trade Is All Important.
Until you manage to conquer territory, money is tight for Sweden. Without the benefit of a home gold mine, money must be raised by extensive trade. There is always a large surplus of ore with two mines working at capacity and by buying and reselling at Karlskrona, considerable profit can be made. A couple of baggage trains permanently based at Helsinki and St Petersburg, also allow for valuable trade, particularly buying much needed wine for the navy at low cost. Merchant ships should also regularly visit Copenhagen.