I am aware of no account of people traveling to Scandinavia for the purpose of finding and freeing particular enslaved individuals. What we do know is that Vikings accepted ransoms to free captives[1]. For example, if transporting prisoners would have been a problem, such as over the long distance from Western Europe, it would make sense to rather take the ransom than go through that trouble. Thus we have records of the practice during raids in Western Iberia[2], though Vikings accepted ransoms also elsewhere.

Of course, the party paying it had to be able to afford the ransom, which was not always the case or only possible by taking on heavy debts. In fact, certain wealthy individuals like Abbot Louis of St Denis were probably taken with the purpose of exacting a ransom.

It should be noted that unlike the transatlantic slave trade, most slaves taken by Vikings were not captured for later sale at slave markets. Rather, they were typically taken home and exploited by their captors themselves. Also, Vikings seemed to rather take girls and women as slaves. Although men must have also been taken captive, their role as primary combatants meant that they were more likely to have been killed during the raids. In fact, some of the raids by Vikings seemed to have had the purpose of enslaving women for new settlements, as has been suggested was the case for Iceland[3].

For a general account on the Viking slave trade, let me recommend a recent book by Gruszczyński, Jankowiak and Shepard on the matter[4].

Sources

[1] Simek, Rudolf. Undesirable Biographies: Victims of Viking Slavery and Ransom Payments. Quaestiones Medii Aevi Novae 23 (2018), pp 111ff

[2] Pires, Helio. Money for Freedom: Ransom Paying to Vikings in Western Iberia. Viking and Medieval Scandinavia, 7 (2011), pp 125ff

[3] Ebenesersdóttir, S. Sunna; Sandoval-Velasco, Marcela; Gunnarsdóttir, Ellen D.; Jagadeesan Anuradha; Guðmundsdóttir, Valdís B.; Thordardóttir, Elísabet L.; Einarsdóttir, Margrét S. et al. Ancient genomes from Iceland reveal the making of a human population. Science 360, 6392 (2018), pp 1028ff.

[4] Gruszczyński, Jacek; Jankowiak, Marek; Shepard, Jonathan (eds). Viking-age trade: Silver, slaves and Gotland. London and New York, Routledge, 2020 - ISBN 1138293946.