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:
- Open keyboard settings
- Click Change keyboard type... at the very bottom
- The Keyboard Setup Assistant will pop up and ask you to press the key to the right of the left shift key
- Do not press that >
- Instead, press Z
macOS will now determine that you're using a standard US keyboard.
