"...my father mentioned a ling lost Scandinavian relative (no sign of her either). ... DNA matches are all either Northwest or emigrated to the USA or Australia."
My DNA matches on Ancestry are similar; all local or emigrated at various times.
However, I then uploaded our DNA to MyHeritage and that has a lot more European users on it, I found.
For example, on Ancestry my mum has 24,000 DNA matches. Where locations are shown, it's all USA, Canada, Australia and New Zealand.
But when we uploaded her DNA to MyHeritage there were only 11,000 matches but there were matches in different countries.
This included 174 currently living in Germany, mostly 4th or 5th cousins with between 8cM and 35cM of shared DNA . I looked at some of the trees and they had been in Germany for generations, although some did have obvious British ancestors more recently.
There were also 132 matches in the Netherlands with similar amounts of shared DNA.
After that there was:
Sweden - 124
France - 118
Denmark - 110
Norway - 109
Ireland - 62
Spain - 22 (although most of these seemed to be Brits who had moved out there)
Switzerland - 19
Austria - 13
Belgium - 12
Finland - 12
South Africa - 11
After that, there were people living in lots of other random countries but it was obvious that they were mostly Brits who had emigrated there at some recent time in the past (although I did find some odd things, like a Russian woman living in Japan with shared DNA).
But there were definitely some countries, like Hungary where there were four DNA matches that were very Hungarian, and two in Poland who were very obviously Polish, where there was no obvious link to any Brits.
All of these links were really distant with usually less than 30 CM of shared DNA.
.
My father had similar results. He has 20,500 DNA matches on Ancestry. On MyHeritage he also had about 11,000 matches. The largest country outside of USA, Canada etc was the Netherlands with 280 matches. These ranged up to 44 cM of shared DNA.
Netherlands - 280
Germany - 166
France - 134
Sweden - 111
Denmark - 80
Ireland - 71
Norway - 65
Belgium - 43
Finland - 34
Spain - 25
South Africa - 15
Austria - 15
Switzerland - 14
Hungary - 10
Poland - 6
.
So, MyHeritage is a good place to look if you suspect that you have some European ancestors.