The first one sounds quite odd, or more likely, is wrong. The -te form doesn't have politeness or tense. It's provided by the verb at the end of the sentence. Thus, 昨夜夕食を食べて、寝ました。 is the correct one.
あれ、あの人は誰だ?スウェーデンの方ですか? has no problem. In this case, the first sentence is interpreted as the question to the speaker themselves. その人 refers to the person nearby the one you are talking to, i.e, it's said to the addressee. You have to say あれ、その人/方はどなたですか? in this case.