Hey,
You're visa-exempt, so you don't have to send your passport in. Once they are ready to issue the COPR, they will issue it ( and normally ecas turns into Decision made, that's how you know that you are done!) based on the passport copy that you already included in your application. They will send it to the mailing address that you have indicated. If you are in Canada now and you want to have the COPR in Canada (which would make the most sense), then you can update your mailing address. When you log into ecas, you can see the mailing address. Just click on "update mailing address", it will take you to a page to send a case-specific enquiry to London. Explain that you are waiting your PR out in Canada, and would like to update your mailing address. Give the Canadian address (it's completely legal to wait in Canada, no worries, that's what I did too - started when I was in Sweden and updated my address to a Canadian one when I moved here on a tourist visa), so when the COPR is ready, you will get it by post in Canada. Then you exit Canada ( nearest US border), and re-enter to land as a PR. No need to fly to Sweden, send your passport or anything like this.
Sweden