Apparently Somalia is 'Adjuuramark'.
Not sure what or where Adjuura is, but there you go.
Somalia was retconned as Adjuuramark (as I recall from discussing it briefly with EQ, Adjuur or Adjuura is some kind of derivation of the native name), however, the region was colonized via the seizure of existing city-states as protectorates for stated purposes of ensuring freedom of trade in the Indian Ocean, the ability of Scandinavian merchant and military vessels in the Indian Ocean to refuel, and ending the slave trade. Protectorates were created in Mogadishu, Berbera and Kismayo (chronologically) and in order to facilitate trade with the Abyssinian Empire, a port and refueling station was built in OTL western Djibouti/southern Eritrea called Port Christine. Was probably the first thing in the NES named after Empress Christine, who was at the time still Queen of Sweden. Port Christine predates the Berbera and Kismayo protectorates as I recall.
All these protectorates were at the time administrated loosely, with the aid of local officials and in large respect of local political/class hierarchy. Settlement of the interior occurred over the course of the BT, though there may have been a confrontation between the garrison of Mogadishu or Kismayo with native tribes prior to the BT that didn't result in any significant seizure or transfer of land. Abyssinia was, as far as I can surmise, eaten piecemeal over the course of the BT as the Emperor of Abyssinia became increasingly dependent on Scandinavia, Scandinavian businesses and Scandinavian soldiers and was incorporated as a protectorate. Sudan was taken from the Mamluk Empire in concert with Spain's war against the Mamluks.
The coast of Tanzania was taken from Oman as part of a joint action between Sweden and the Netherlands to destroy the Sultanate of Zanzibar after it broke off from Oman, with the stated purpose of ending the slave trade in east Africa. The coastline was administered as a protectorate with the aid of local officials, and became the model for the establishment of the city-state protectorates in Somalia.
Northern Mozambique was colonized as "Ericshorn" at the very end of the first phase. Ericshorn was established as a port similarly to Port Christine or Christinestad.
Finally, the Kongo was colonized after the establishment of the port of Christinestad along the coast (probably near or at the site of OTL Leopoldville). The Ivory Coast was Swedish at the start of the NES, and a penal colony was established in Senegal early on as a possession of the "Swedish Senegal Company" which was owned by the royal family, then disbanded when it became clear the colony wasn't profitable, and the penal colony was created. We made a few attempts at forcing a puppet monarchy on Madagascar in the 1830's, but no success came of it.
Chronologically, Scandinavian colonies and settlements prior to expansion to the interior are as follows: Ivory Coast -> Senegal -> Zanzibar -> Mogadishu -> Port Christine -> Berbera -> Kismayo -> Christinestad (Kongo) -> Ericshorn
EDIT: I continue adding onto this post. It bears mentioning that (as I recall) the Scandinavian Kongo Society hosted an expedition along the Kongo River prior to the settlement of Christinestad (now Haraldsholm). What ended the Swedish Senegal Company and hosted the creation of the Senegal penal colony was the outlawing of the slave trade, prior to which we made decent money off of encouraging neighboring tribes to fight each other and sell us slaves, which I then tried to push into the United States.