I had the exact same situation (Nordic keyboard, US layout). The problem is that macOS thinks you're using the wrong "type" (ISO vs ANSI) keyboard. To fix it:

 1. Open keyboard settings
 2. Click **Change keyboard type...** at the very bottom
 3. The Keyboard Setup Assistant will pop up and ask you to press the key to the right of the left shift key
 4. Do **not** press that <kbd>></kbd>
 5. Instead, press <kbd>Z</kbd>

macOS will now determine that you're using a standard US keyboard.