Scandinavia

We skied at Voukatti a couple of years ago. Voukatti is a sports center and has a all year refrigerated ski tunnel: https://vuokattisport.fi/en/hiihtotunneli/

Vuokatti Sport offers the snow conditions for cross-country skiing 365
days a year. The world’s first cross-country ski tunnel is 1.2 km long
and makes summer training possible on a well-kept trail that follows
the terrain of Vuokatti with its uphills and downhills. The trail
suits both traditional and skate skiing. Thanks to the even
temperature of the tunnel, training is also possible during the severe
frosts of the winter.

Voukatti also has a biathlon training center: https://vuokattisport.fi/en/ampumahiihtostadion/

The biathlon stadium of Vuokatti is in use in both the summer and the
winter. On the 50m range, there are 33 shooting places, it is lit up
and its automatic target systems are equipped with lead catchers which
collect the bullets shot.

Voukatti can be reached from Helsinki by train to Kajaani, then a local bus/coach to Voukatti.
https://vuokattisport.fi/en/

Hotel next to the ski tunner and sports center: https://www.sokoshotels.fi/en/vuokatti/sokos-hotel-vuokatti

Finland doesn't have the most extensive rail system, but it may still cover your preferred destinations. See https://www.ricksteves.com/travel-tips/transportation/trains/finland-rail-passes (with transport links and a rather selective map) as well as https://www.vr.fi/cs/vr/en/long-distance_service_network and https://www.vr.fi/cs/vr/en/finland-by-train.

You can connect to Sweden by comfortable overnight ferry or by flying (www.skyscanner.com). Trains only go the long way around, with a leg by bus.

Not many tourists whom we talk to make Finland the focus of their trip, nor does Rick. So www.visitfinland.com or another guidebook title would be better resources once you leave Helsinki.

https://www.vuokatti.fi/en/Activities/In-summer/Roller-skating

Roller skating in Vuokatti

Asphalted pavements and roller-skiing tracks, as well as Vuokatti
Rising track are ideally suitable for roller-skating. The
roller-skating track of Vuokatti Sports Institute situated on a lower
terrain has been renovated in summer 2014.

Four-kilometre track is in perfect condition, and has connection to
other routes in the region, which gives opportunity for making a
longer trip.

If you think that is too easy, challenge yourself going up the
Vuokatti Hill on the rising path. Its length is 2,5 km, with vertical
drop of 160m. The angle is 7%, and the asphalt is kept in perfect
condition to facilitate the way up. Roller-skates for rent are
available in Skike GoVuokatti offices.

https://vuokattisport.fi/en/olympic-training-center/premises-exercise-places/outdoor-training/

In Vuokatti, the roller-skiing circuit is next to the ski tunnel and
links up with the walking and cycling routes, so combined training is
easy. Endurance can be worked on by going up to Vuokatinvaara to a
height of 130 metres or by combining roller-skiing with a hiking route
in the spectacular landscapes of Vuokatti. The roller-skiing circuit
also passes in front of the biathlon stadium, which makes it possible
to do biathlon training.

Hi, Jen, I can't advise about flights but have a couple suggestions having just returned from Norway and Finland ( and Copenhagen) in July. What an amazing trip to plan! (Note: Finland is not technically part of Scandinavia.)
First, the ski jump museum on the outskirts of Oslo would be a must for your family and their interests! So perhaps starting your trip there? All the beautiful old wooden skis, historical photos, military uses, etc. and then the lift up to the jump itself. The Viking Museum and Fram and Kon Tiki museums would also be of interest. You could do this all in one long day. Maybe you would enjoy the NIN railway trip to Bergen, with an overnight to see some fjords?
Helsinki would be for getting to Tallin, so perhaps fly back home from Helsinki? I was in far northern Finland, Inari. I hiked in the Midnight Sun, and was amazed from the trails map all the many winter cross country trails- but didn't see any tour companies offering roller skiing- not that it doesn't exist- just that it is not a summer "thing" I saw offered.
It is a vast area so without a car, as I was, you would need to probably base at one of the touristic centers in the north ( with train or flight from Helsinki).
Most of the tourism is for winter activities. If you fish ( or want to) staying at the historic Hotel Katahoja in Inari was incredible, I could hear the rapids from my window and the food ( much locally sourced) was amazing. It is pretty remote, with flights to and from Helsinki but not daily. There are some winter ski resorts ( Levi and etc) more to the south you might contact to see if they offer summer "ski" activities.
Hope this help a little, I planned for a year, too!

If Norway is in the mix, yes the Nordmarka surrounding Oslo offers hiking and the Holmenkollen stadium.

Lillihammer has a biathlon range that you could book during the summer but has a 15 person minumum and must be prebooked. Lillihamer does have a rolling track: https://www.visitnorway.com/listings/birkebeineren-ski-and-biathlon-stadion/6262/

During the summer, the stadium and trails are popular for walks,
jogging, terrain bicycling, ball sports, etc. The trails are well
prepped and the top covering consists of earth and grass. An 6,3
kilometer long asphalted rollerski track can be used for training and
competitions during the summer.

However, note that a lot of Norwegians take 3 or 4 weeks of time away from work during July. July is high season for recreation, low season for business.

Thank you all for your informative replays , When putting Scandinavia I realised it put Finland in there as well instead of Nordic - sorry! I can see some ideas forming especially for 'the boys' regarding Vuokatti - Roller skiing , thank you Edgar. Your suggestion Karen regarding flying into one city and out of another was very good so we can have the possibility of seeing both especially the museum Ski jump, which we would all be interested in, and especially the NIN railway about twenty years ago my husband and I were extremly lucky to be able to ride the Flamm railway which was something very memorable, we went in and out of Bergen via ferry - Newcastle, (a ferry service that no longer operates) We have never been to Oslo. Thank you Laura for the information regarding transport, very much appreciated.