Fun fact: in both world wars, Germany was absolutely dependent upon Swedish iron ore to produce high-quality steel. In WWI, it was only the High Seas Fleet of battleships and battlecruisers that prevented the Royal Navy from sailing into the Baltic and choking off this supply and ending the war (an under-appreciated reason for Germany building all those capital ships in the first place while being generally unwilling to risk losing them all in a major fleet engagement). In WWII, it was Hitler's quick occupation of Norway and the Luftwaffe that preserved the supply of Swedish ore.
Germany was also critically dependent upon Swedish ball-bearings, but at least Sweden sold those to both sides.
Mostly machine gun and rifle bullets. Deaths from gas were quite rare, relatively speaking, although it caused a lot of non-fatal casualties. By "soldiers' deaths" I meant combat deaths, not illnesses, which in almost all wars in history killed more people than actual combat.