1) Not all Swedish Mauser barrels were threaded and I have some of both. The threading is for a wooden bullet firing adapter for training. The adapter broke up the wooden bullets and fitted on the threaded barrel. The Swedes used wooden bullets in brass cartridges (Samco used to sell them and I see their old stock popping up here and there on websites)
2) The recessed turning at the end of 93, 94, 95, and 96 Mausers and some m98's was to allow the front sight mount to slide over it and be soldered into place. As Mauser barrels are not timed, one of the issues is that the sights have to be aligned after the barrel is installed and headspaced to the bolt.
3) The Swede 94 carbine, not the Swede 96, had a barrel length about 17.5 inches from my recollection and at that time, to be imported, it had to be greater than 18 inches like shotguns or violate pre -68 federal gun laws on importation. Thus new barrels (sometimes U.S. sourced) were installed or old barrels were sometimes threaded to permanently install a flash hider device to lengthen the barrel to the required length. Some have sleeves permanently attached to bring the length up the the requirement. Anyhow, the restriction was lifted and the original barrel lengths could then be imported again.
Sarco used to sell the flash hider which can also be used to protect and hide the threads when shooting. There is also a protective cap that you can acquire from the parts stores if still available. I have one on my 96 Swede just because and because I have no intention of using a wooden bullet device on my rifle.
Some pretty pictures and info on Swede Mausers.
http://www.gotavapen.se/gota/artiklar/rifles_se/rifles_se.htm
https://chuckhawks.com/swedish_mauser.htm
http://dutchman.rebooty.com/
Slamfire pretty much covered it on reloading cautions for it. I also wonder if the kaboom rifle that is in Slamfire's picture is a Kimber conversion. Kimber ground off the charger bridge on the rear of the receivers to allow traditional scope mounting. At the time, Kimber was coming out of bankruptcy and these rifles do not represent typical Kimber quality and as mentioned above, the pressures of modern cartridges are really not advisable in old Mausers for longevity. The most common effect is lug setback that gets worse until head separations of cartridges occur but old brittle receivers have contributed to kabooms, now and again, like the low number 03 Springfields. If you have one, check it with headspace gages on a regular basis and check your brass. Do not try getting a longer bolt to set headspace as when lug setback occurs, essentially that receiver should be retired as any repairs would cost more than the rifle is worth if it could be done at all.
The Mauser design at the time around the turn of the century, including lug recesses in the receiver, is simple case hardened carbon steel. The lug recesses have a relatively thin hard layer of case hardening over a soft interior to yield a durable receiver. Firing more than the expected pressure essentially deforms the softer material underneath the hardened surface so that the receiver begins a process of lengthening headspace until it is unserviceable. These receivers were designed for relatively lower pressure rounds plus a certain margin of safety. The Swedes also had capacious throats for their long bullets in their issued barrels that reduced pressure as well.
As Slamfire said, metallurgy and costs were issues. Nickel steel existed at the time but militaries are cost conscious and conservative and kept the simpler techniques longer perhaps than they should have. Ironically, the Brits after adapting the Lee Enfield to smokeless Cordite, found it necessary to adopt the better nickel steel for the SMLE to withstand the effects of Cordite.