From looking around it seems the Bulgarian press reports were based on posts to their own website forums.
The way the Swedes are denying it so confidently indicates to me that they have had Ghazali under surveillance and know where he is.
People should generally be more skeptical of the foreign press than they are (the important thing is to be skeptical of stuff you WANT to be true - obviously people really want this guy to be someone released from Gitmo.)
But a former GITMO detainee wouldn’t be surprising either.
They also say they don't know where he is, and that he is a terrorist.
So, WTF didn't they lock him up when he was released into their custody in 2004?