The best way to have Sweden join NATO is for the Soviet Union to invade Finland and annex it or make it a Communist satellite state, in 1944-45. There is little that anybody could do to stop the Soviets if Stalin decideso take this route for whatever reason, and with a Red Finland, it is all but guaranteed that Swden would rush in the arms of the NATO for protection.
As it concerns Austria, there is a way, but it requires the country to get divided like Germany and most likely it ends up in a double Second Anschluss. The best way is for Stalin to decide that a neutral, united Austria does not fulfill his goals (ie. to realize that the ploy to use it as an example to lure West Germany out of the Western bloc is not going to work) and it is better to directly control half of it. In 1949-50, Austrian Communists stage a coup in Soviet-occupied Eastern Austria with the support of the Soviets and overthrow the democratic government, that flees to Western-occupied Western Austria. Soon afterwards, the country gets divided into West Austria and East Austria. However, the two halves would look weak enough that the USA and Stalin most likely allow their reunification with the GFR and GDR respectively to buffer them up. Once the Cold War has started, there is scarce point anymore for Washington or Moscow to keep Germans and Austrians forcibly separate, and an Austrian national consciousness can hardly arise, in these conditions. The most interesting twist in this scenario is that the West would gain two enclaves in the Western bloc, West Berlin and West Vienna, and eventually a twin Wall is built.
As it concerns Yugoslavia, hard to say. The best chance would be for the USSR to get really threatening for Yugoslavia when the Yugo-Soviet split occurs in 1948-49. But if Stalin decides to eliminate Tito by whatever means necessary, in all likelihood we would see an early version of 1956 Hungary, the Red Army sweeps in Yugoslavia, crushes the Titoist regime, and turns Yugoslavia back into a Soviet satellite.