In Sweden, especially the northern parts and just even slightly away from the coastal parts (and even theree sometimes), there's so many mosquitos and gnats that is impossible to be outside unless it's wintertime! So how did people deal with that? They worked and fought, hunted, even worked the land later on, so they were outdoors people, and you have to do most of those things in the day.
This doesn't address Scandinavia specifically, but you might be interested in this earlier answer about the ubiquity of little itchy things in medieval Europe and how people just had to deal.
Answer from the opposite hemisphere: solutions included clothing, fires, smudges, and getting used to it. I've worked summers in the north of Canada, and you can become immune to the itching and swelling, if not to the blood loss. Walking through swamps I have clothing that can't be bitten through, and one hand pretty much constantly and absent mindedly brushing the bugs off. When it gets to two hands then it's bad.
During the worst times I know people might just go under a blanket during the worst part of the day, but that doesn't last all day, just a little while. Reading stories about people travelling in the summer in the past without bug dope, they did actually go inside their sleeping robes at times, and they also spent a lot of time on the water, in canoes, in kayaks, on islands in the middle of lakes, and so on. A lot of hunting took place in and around water so this really was a normal way to manage bugs as well.
The long and the short of it is that it actually isn't impossible to work, it's just a pain, and people did it.