Yes - In Canada as the application will go first to Mississauga. so that's correct.
I'm not sure that you can include him as a dependent. I thnk dependent have to be under 22 years old ( or they changed to 18 now? check on CIC website), and they have to have been studying since they turned 18 - so I don't think that your son qualifies as a dependent.
But no - I don't think that it will affect your visa. It might delay it a bit, because they will have to assess him, but you won't be refused because your older son doesn't qualify as a dependent.
Edit : here is the definition of dependent according to CIC:
Dependent children
A son or daughter is dependent when the child:
is under the age of 22 and does not have a spouse or common-law partner;
is over the age of 22 and has been continuously enrolled as a full-time student and depended substantially on the financial support of a parent since before the age of 22;
became a spouse or a common-law partner before the age of 22 and has been continuously enrolled as a full-time student and depended substantially on the financial support of a parent since becoming a spouse or common-law partner, or
is over the age of 22 and depended substantially on the financial support of a parent since before the age of 22 because of a physical or mental condition.
so if you child had been studying full time for the last few years, he would qualify. If he is only enrolled this year only, it won't be enough. You would have to prove that he has been a full time student before the age of 22.
I wouldn't include him as he doesn't qualify. but it's your choice.
Sweden