score:2
Could there be a problems with Swedish customs, if that is not in paper, is on her cellphone?
Chances are she will be just fine. I have travelled without any insurance documents many a times and never been asked to furnish it either at border controls or anywhere while travelling inside the EU (I carry my EHIC card always anyway). If asked anywhere else, I would belive the electonic form should satisfy, if it carries her name and is valid for the period and country she is travelling in.
But as a precaution it would be better she carries one whenever possible.
Upvote:1
As Mexican citizen, she doesn't need to apply for a visa and therefore does not need insurance. While a return ticket is not formally required, it's certainly useful to be able to show one. Border guards can ask her to produce other supporting documents but most of the time they don't do it.
See also Documents necessary (and recommended) for first time travel to EU for US Citizen