Honestly, I am not sure that any of the Swedish young royals have met William and Harry. I can't recall a trip that Charles and Diana made to Sweden, and I think don't think that the families have met have been in London. It could be possible since we don't know everything that goes in the BRF. And they are distant cousins thru Princess Margaret of Connaught, later Crown Princess of Sweden, granddaughter of Queen Victoria.
In regards to the Harry and Madelaine questions....she had a broken engagement...her fiancee didn't die. That would be tacky.
I don't recall everyone having an issue when William broke up with his girlfriend of five years, people (and no one specific here at TRF) were looking for the future Queen of England. People talk about William and/or Harry with Charlotte Casiraghi in the future wife for William and Harry thread despite the fact that 1) Charlotte is Catholic and either would lose their place in succession if they marry her; 2) there is no actual proof that any of the them (William, Harry and/or Charlotte) have ever met and 3) that all three of them at some point have been in relationships with other people but its still talked about.