Party ballots are only printed by the authorities for any party having broken the 1% threshold in the last two EU-parliament or Riksdag elections respectively. And parties themselves are responsible for bringing the ballot papers with candidate names.
While rare, it is possible for pre-printed ballots to run out or never be delivered to some voting places. But you can still vote for any party of your choice.
If you want to vote for a party but can not find a pre-printed ballot paper for that party, you can vote for them by doing this:
Take a blank ballot paper, make sure its for the election you want (double-check the colour, stripes and name of the election at the top of the paper), and write the name of the party on that paper. This is the paper you put in the white envelope. Make sure you use the correct spelling and the full name of the party. Bring a cheat note with you if you feel unsure.
And yes, if you want to vote for a candidate (whose name is on the official list of candidates) you can write their name by hand on the ballot paper as well.