Proper spelling: Usch då.
In Minnesota, where it's a common but kind of folksy term, we spell it uff-da.
I can see why you don't think Marge Gunderson sounds Swedish. She's from northeastern Minnesota, a mining area where the accent is influenced by people from Serbia and Croatia, so it's a little different -- not that people there sound like Marge, either. Really, hardly anybody does.
But people in Northwestern Minnesota, a farming area a long way from big cities, sound just faintly Swedish. You might not pick up on it, though, because you'd have less of a regular American-English base to compare it to, if that makes sense.
The Coen Brothers grew up in Minnesota, so I'm sure they know the
Fargo accents are ridiculous. They even made people in Minneapolis talk like that. I think it's one of their little jokes.
But they made another movie called
A Serious Man that's set in Minnesota -- the suburbs of Minneapolis. I don't know that they ever explicitly mention the location in the movie but that's where they filmed it, near where they grew up. And in that movie, nobody talks even remotely like that.