No, they're so poisonous they're bites can even hurt humans!! They have the same effect as a bee sting, they even eat small gold fish, I've caught them doing it in my pond. I feed them all kinds of stuff in the summer, ants, flies, spiders, and even watch it's fun to watch them hunt, especially the big ones (2-4cm).
The first are lesser water boatmen, Corixa spp.. They are not predatory and feed on detritus and plant material. The second is a so-called "greater" water boatman, Notonecta spp.. The dragonfly larva looks like a species of Aeshna, or possibly Anax (if memory serves though, I don't believe Anax are found in Sweden, so it's probably a species of Aeshna).
The mayfly larva is a trickier question. It's not Emphemera. I think it's probably Cloeon.
What I don't know about pond life hasn't been discovered by science .
And while I'm here, the contents of your bucket are all fine for feeding to newts, except for the greater water boatman/men and the dragonfly larva.