Unfortunately, that isn't likely to happen. Apparently to meet demand, Saab has been looking at expanding the GAZ-Saab-Scania plant in Kaunas (Currently only producing cars for the Soviet market, in contrast to the plants in Svendborg and Trollhättan) and moving some of the 9-1 production there, but are unsure the build quality is up to the standards of the Danish/Swedish built cars yet, and really don't want another fiasco like the plant in Mechelen (It's said their market share in Mechelen is STILL well below their average in Belgium). Any Soviet members know how good the Lithuanian built Saabs are?. They are also looking at sites in the US, since a lot of their sales are there. Not the most reliable source I know, but an online friend of mine in Maryland said he heard Saab guys were scouting out land in Hagerstown.
On the other hand, the Icelandic government is really pushing high tech, clean energy, et cetera, and the cheap geothermal and hydroelectric power is attracting aluminum processors to open plants, so there are some advantages to a Reykjavik plant, especially if they do a very clean "Glass factory" technical showcase thing, like the Volvo plant that opened a few years ago in Finland.
Having actually driven a Lithuanian Saab, I can definitely tell you that they are nothing compared to the original. I mean sure, it's miles better than the other Soviet cars, but you still know by the feel of the thing that it's nothing but a low price version of the original. Besides, I don't think Saab would want to sully their name by getting in even deeper with GAZ, a company which has had several reported human rights violations in the factories (not that I've heard anything about the Kaunas plant, but still...).
I have heard some talk about placing the plant in Kramfors, and since the defense wing of the company already has an office there, it may lead to some minor decreases in administrative costs. But I still don't see them setting up shop there anyway.
The way I see it, in the end it will stand between these three locations:
-Longbridge, UK (since Saab owns a 35% stake in the Rover Group, I could see this happening since the Longbridge plant is only running on 60% capacity anyway)
-Reykjavik, Iceland (recent tax breaks offered by the Icelandic government to corporations who want to invest in Iceland could make this a possibility, but it all depends on how good of a pitch the Icelandic gov't can make)
-?, USA (as you said, a lot of their customers are in the US, so it would be a good idea for them to expand their operations there, but besides what your friend said we don't know much about any specific locations they may have in mind)