The small print of all of the bonds that I have money in specify that I must be a UK resident so I couldnt really live outside of the country and lawfully have the money in the bonds could I?
I believe that you just need to be a UK resident at the start of the investment term. It's worth having a chat with the banks concerned. My experience is that you just need to notify the new (scandinavian) address. You will not be able to easily open new UK bank accounts while overseas so it might be useful to keep one current account open after you leave.
There are double tax treaties with (all?) scandinavian countries. You should declare all investment income in both countries but you will only be taxed once. I expect that, as the full amount of UK tax will probably have been deducted at source in the UK, then there will be nothing further to pay on the UK investment income. Having "overseas" income does not avoid tax - it just means that it takes the authorities a little longer to find anything that you try to hide.