Given we're learning Swedish we shouldn't forget Svensk blå anka https://sv.wikipedia.org/wiki/Svensk_bl%C3%A5_anka
The overarching term for marks like these is 'diacritics'. This term refers to all kinds of glyphs added to letters, including in-letter ones (like in 'ø') and sub-letter ones (like in 'ç').'
The dots above the 'ä' are called an 'umlaut'.
The circle above the 'å' is called an 'overring' or just a 'ring'.