Not necessarily with foreign dividends, it depends on the sub-custodian. For example, with Mandatum, currently 30% of, for example, Swedish dividends go to the tax authorities, and you have to apply for a refund separately because of Saxo Bank’s sub-custodian. But for example, the USA goes directly to the correct 15%.
Let me correct that at least Sweden is in the works to get into the 15% scope, but this is valid for now.
This would, of course, belong more to the thread: Discussion about brokers