Meanwhile, more details are emerging about the man Scottish police arrested. He came from Kuwait and has studied nursing, according to his neighbors whom the Scotsman newspaper interviewed.
Reevel Alderson, at BBC Scotland, says that some important insights can be gained from what the Scottish police have said so far - that the suspect will be charged under Scottish law, and there are no plans for extradition to Sweden.
"So if he has committed an offence he has committed it in Scotland, and not necessarily in Sweden."
Under British anti-terrorism laws police can hold and question a suspect for 14 days - but in order to hold the man beyond 48 hours the police will need to ask a local judge for permission.
In many terrorism arrests in the UK the investigation ends with a release and no charges. If on Thursday the Glasgow suspect is still in a Scottish cell, then the search for a possible link to the Stockholm bomb will look a lot more hopeful.
On Wednesday, Swedish Prime Minister Fredrik Reindfeldt told news agency TT that he had not been informed of the arrest before it hit the headlines.
The bomber in Stockholm managed to kill only himself when he blew himself up on a busy street in central Stockholm during the Christmsas shopping rush.