Glögg is a Swedish mulled wine, usually quite sweet and with an alcoholic content of about 10-15%. If you don't have any, you could possibly use any mulled wine (appropriately sweetened) prepared with spices like cloves, ginger, cardamom and cinnamon. Or just skip the glögg, follow the pirate way and soak the raisins in Rhum instead!
In case you want to avoid alcohol, soak the raisins in non-alcoholic glögg, or any soft drink or syrup you think could go well with saffron. Just remember that alcohol will prevent the raisins from freezing solid - if you don't use it, you would have to add extra sugar to the liquid, as the sugar will prevent freezing as well.