I don't think it is as easy as simply comparing fatality rates between lockdown areas and non-lock down areas. There are a lot of factors at play such as population density, transit systems, work environments, etc. You mentioned Sweden. The entire country has a population density of 64 people per square mile. The US is 94 per square mile. New York City is 26403 per square mile. Now Sweden has about 18% more people than NYC (10.2 million vs. 8.4 million) and Sweden has just under 19k cases right now and New York City has 156,000 cases. New York City was on lockdown and cases are in decline. Sweden's cases continue to climb.
You mentioned fatality rates being about the same. You can have the same fatality rate in two different places and completely different levels of impact. The fatality rate is just the ratio of deaths from Covid-19 to the number of cases of Covid-19, but that doesn't tell you the total number of people involved, right? Oklahoma has nearly 4 million people, nearly half of New York City, but with only 3200 confirmed cases versus 156,000 in NYC. For comparison sake, let's hypothetically slightly more than double the the OK population and double the cases in OK to make them comparable, so you have 6500 cases in OK for just over 8 million people versions NYC's 156,000 cases for just over 8 million people. You can have the same rate of death, but the impact in NYC will be significantly higher because the infection rate was so much higher (24x), despite the death rate being the same.
No, but then again, we don't know this information for a tremendous number of common maladies diagnosed based on Occam's Razor and/or confirmation bias. We really don't know how many people had the Spanish Flu and how many died. You can be certain that if anybody died with flu-like symptoms during the Spanish Flu, they were noted to have died of the Spanish Flu. Mind you, they could have died because of any other type of flu or similar viral infection such as a cold, but were recorded as Spanish Flu.
At the other end of the spectrum is the problem with under reporting. You can't be a statistic if you aren't reported. No doubt lots of people had the Spanish Flu that were never counted. The same will happen for Covid-19. However, folks are forced to work with the data that they do have.