Thoughts about New Sweden while I think will lose it, I suspect it will happen far later.
The four power I could see Sweden lose it against.
England/UK, the most likely power to lose New Sweden too, but this will mean Sweden will only lose it in the Great Northern War.
The Dutch are still a potential threat, I think losing it as early as OTL is unlikely but the other likely point in time would be the Scanian War.
France, I would say this is the most unlikely power of the four to take it, but it's not impossible.
Denmark, I could see Denmark gaining or conquer New Sweden either in the Scanian War or early in the Great Northern War.
I suspect that if New Sweden survive until the Great Northern War, it would permanent keep a Swedish identity. The exception is a Danish conquest, if conquered by Denmark it would be assimilated because of the cultural, linguistic and religious similarities between the two countries.