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After pressing * on remote, no other language shown as available, just the usual On always/On reply/Off options.
Scrolling down to Accessibility, I have 3 choices for Captioning track: English, English(2), and English*. I can't see any difference no matter what the setting -- all in English. Every time I go back to check, it's reverted to English* -- I suspect this means there are really only two settings, English and English(2), the * means which one is currently selected, and English(2) is missing so it reverted to English.
Soundtrack for me is in English, with no subtitles when characters are speaking Swedish. I suspect English (2) perhaps is supposed to have the subtitles when speaking Swedish but is missing.
This is on a Streaming Stick+.
I doubt very much that Roku has created this content and whoever they are licensing it from is responsible for the audio and cc tracks.