This rather wild claim comes from the book What If? 2, edited by Robert Cowley. The specific passage is on page 355 in the chapter The Führer in the Dock by Roger Spiller. In context, it reads
Unknown to Hitler, Himmler had entered into secret negotiations with Sweden’s Count Bernadotte for a separate peace with the Western Allies [in late April of 1945]. If anything, Himmler was even less in touch with reality than his leader. Presenting himself to Bernadotte as “the only sane man left in Europe,” Himmler was at the same time considering how to colonize the Ukraine with a religious sect that had been brought to his attention by his masseur. Of course, the Allies were in no mood to entertain any alternative to unconditional surrender, and Himmler’s negotiations went nowhere, except, late in the evening of April 28, to be announced by Reuters news service.
There’s no citation on it, or on anything in the book for that matter since it’s fairly fluffy pop history, but Spiller is a real historian (I know nothing about him except from the book’s introduction so I’m not necessarily claiming he’s taken seriously by his colleagues, just that he does have academic qualifications) so I can’t imagine he just made up the colonization thing out of whole cloth for flavour.
(I asked this same question yesterday with a different title, but it didn't get any attention. I hope reposting is okay)
The information Roger Spiller presents here comes from Hugh Trevor-Roper's The Last Days of Hitler:
Even in April 1945, when the whole Reich was tumbling in ruins, Himmler was contemplating the colonization of the Ukraine with a new religious sect, recommended by his masseur, and in conversation with Count Bernadotte (having just maintained he was the only sane man left in Germany), interrupted the discussion of war and peace to digress for an hour about runes.
Trevor-Roper footnotes the sect part with "Information from Schellenberg". Roper's book is based on the report he was commissioned for by the British government investigating the death of Adolf Hitler. He was a historian serving in the army at the time and since the Soviets did not release information about Hitler's body and there were a lot of rumors going around, the Western Allies decided to investigate and chose Trevor-Roper for the job. That's why he interviewed the likes of Schellenberg and others.
However, neither the information on his consideration of a religious sect for the colonization of Ukraine nor his digression on runes when talking to Bernadotte (which Ropers cites as having come from Speer) can be confirmed through other sources. There is no document from April 1945 on this supposed plan for colonization nor is it mentioned anywhere in the documents of Himmler's meetings with Bernadotte that he digressed on runes for an hour.
It was indeed Himmler's masseur, Felix Kersten, who lived in Sweden at that point in time that made the initial contact between the Swedish government, Bernadotte, Hillel Storch of the Jewish Wolrd Congress, and Himmler. Initial negotiations resulted in Himmler ordering the release of 20.000 Scandinavian Concentration Camp inmates as a show of good will and made further promises about stopping the killing of Jews and freeing some of them. Himmler's tactic was to buy good will with the lives of Jews imprisoned by the Nazis.
What he wanted in exchange for that was that the Swedish government help negotiate a separate peace with the Western Allies. Bernadotte said this was unrealistic but nonetheless informed the British and American ambassadors of the offer. The Western powers rejected said offer and published it in the press, which lead Hitler to throw Himmler out of the party and SS one day before his suicide.
I consider this whole anecdote unreliable. No major Himmler biography that is up to an academic standard, such as Peter Longerich's recent one, makes mention of it and Trevor-Roper's sources are uncheckable (we have no idea what information Schellenberg and Speer gave him) and can not be exactly considered reliable when taking into account the situation. Schellenberg and Speer both were really busy at the time to distance themselves from the Nazi regime in order to prevent being sentenced for the crimes they committed and they were both realtively successful seeing as how light they got off. Schellenberg especially who tended to play up his own role in peace negotiations (leading historian Robert Gerwarth calling his autobiography "unreliable") had a vested interest in portraying themselves in a positive light vis á vis Himmler et. al.
Additionally, all indications point to Himmler at that time being hyper aware of the state of things. The promises he made to Bernadotte and that he sought him out in the first place are a good indication for that.
In this sense, I'd take this whole thing with a grain of salt and while not impossible, it is unlikely that this was really the case.