I would change the following sentences in the Swedish translation:

När skuggarna vecklar ut // När skuggorna vecklar ut sig ("Veckla ut" is a reflexive verb, so it needs the "sig")

När vinden och kylan kommer or ropar // När vinden och kylan kallar (Kommer och ropar has more of a connotation of "come and shout (at me)"

Medan att en evig midnatt faller // Medan en evig midnatt faller (We never use "att" efter medan)

När du är vilse, ska den försöka påminna dig // När du är vilse, kommer den försöka påminna dig ("Ska" implies more of an intent, while "kommer" expresses a prediction of something that will happen. "Ska" sounds quite strange in this context)

På en mörk ökennatt // En mörk ökennatt (We only use the "på" with the singular definite, ie. "natten". Here, we'd just use "en natt"

Kan du se på lyset // Kan du titta upp mot ljuset (Lyset means light, but only an artificial light, so we'd never use it about the moon. And "Se på" sounds more like look at than look to, so this translation sounds like "You can look at the lamp". "Look to" is hard to translate into Swedish though, but I think this is the closest you get.)

Liksom en lampa i en öde natt // Som en lampa en öde natt (Same here, we don't use a proposition with "natt". Also, I think "som" sounds better than "liksom" but that may just be personal preference.)

Ska den bränna bara för mig? // Kommer den brinna bara för mig? (Same here with "ska" vs "kommer". And there are two words for burn in Swedish, "brinna" and "bränna", you use "brinna" when something in itself is burning, and you use "bränna" when you are burned by something else. So: "Elden brinner" vs "Elden bränner mig" (The fire is burning/The fire burns me). Here it's the moon that's burning, so we'd use "brinna")