Here in Finland
Romeo is pronounced as ROH-meh-oh: the first "o" is pronounced longer as if it's a double "o". The Swedish pronounciation in Forvo is quite close to how I pronounce
Romeo (in Finnish context):
https://fi.forvo.com/search/romeo/sv/
Personally, I don't like
Romeo that much. It reminds me too much of the Shakespeare play, whereas
Juliet (or
Julia, as the character's name is in Finnish) is much more versatile and usable.