Having ridden some of those routes, I can tell you that at least some are not marked by their EuroRoute number. The EuroRoute designation is kind of a guide, but not necessarily a 'route'.

Though it's more work, you're better off digging through the various countries' national bike systems. Sweden, Denmark, Germany, Holland all have good information out there. No experience with Finland. Not sure if you're planning on going to Norway (that's where Route 1 goes, I think, but wasn't clear from your description).

[Actually, now that I think of it, the Baltic Sea Route is marked in Denmark, though by name only ('Østersøruten'), not its EuroRoute number. See, for example: http://www.bikeandsea-denmark.com.]

In most of these countries (Sweden and Norway excepted), you are not allowed to 'wild camp', though many people do. Denmark has several open air/private campsites specifically for bikes, but you have to know how to find them. Otherwise, regular campgrounds will average maybe 8-10 euro a night (equivalent), with lots of variation. Sometimes a shower is worth it.

As for security, you'll be traveling in some of the safest countries in the world. Common sense should see you through fine.