It is sad that you have to experience all of this, but seriously you are living in the wrong city!
None of the places I have ever lived except my short stay in the US, would most of this have happened to a black person.
Seriously, apart from the US, and I guess Geneva, do police go on patrols in villages!? Never experienced that anywhere.
Security guards following your around the store? Again, what the hell? What kind of dystopia do you live in?
Stores having security guards keeping an eye on customers is not a a normal thing. Yes there is actually a security guard in my area, but that is partly because an immigrant heavy area with more poverty and social problems than usual. Yet this single guard responsible for multipel stores, Don't stay around in a store to watch people. He is on patrol and mostly there so he can get called upon.
There are plenty of youth of color, here that go to the store without getting followed in fact, those youth are the ones usually having a friendly chat with the security guard. He often hangs out with them outside the stores on the square. I guess he wants to keep tabs on what is going on in the community so he makes a point of getting to know them.
But for any other place, a security guard like this would be exceedingly rare. Security guards permanently at stores, is something I thought they only did in Russia to be frank.
Showing ID after paying with a card? Also super weird. Never in my life have I seen anybody show ID in a groccery store othern than for buying tobacco or alcohol products.
Security guard checkign your receipt? Only ever seen that in the US or in self checkout places. Not in a place with a cashier.
I cannot promise you natural "light conversations" where I live though, as in Norway we are pretty much all anti-social and anversion to speaking to strangers. And frankly I thought that was reality in Switzerland too, but I have only driven through there.
Many of the others things you mention however I am sure would be issues in Norway as well. But other things are not really about "white" privilege but about the privilege of whoever looks like the majority.
Meaning as a white person I would face many of the same experiences if I was in a place where I was the minority. Nobody is going to have a casual conversation with a white person in Japan. They are more likely to want to run away from you judging by the various accounts I have read from expats.
I also feel that the constant focus on "white" privilege distracts from what is the primary problem, which is that blacks face discrimination all over the world. The issue is not that white have an advantage everywhere, but rather that blacks face discrimination almost everywhere.
It is easy to single out whites about this because most of the blacks writing and talking about this live in white majority societies. And in any society, being the majority usually pays off, but that is not unique to white society.
You could equally well have written the article as "the privilege of looking like the majority." Even that is not a surefire thing. Norwegian Sami, look pretty much like any other Norwegian. They look white, but face a fair amount of discrimination.
And I can promise you that until fairly recently, Germans faced a lot of discrimination they where probably not even aware of. The legacy of WWII was not easily forgotten. My dad was a teacher in Africa and I never heard him say a single bad word about black people. Quite the contrary.
However he would eagerly stereotype Germans in the worst way. If somebody behaved bad while we where on vacation, he was quick to reason, it was because they where Germans, and "Germans think they own everything."
If you where sailing for pleasure and looking for a harbor, they would frequently claim it was full if they saw you carry German flag.
I remember while living in the Netherlands how a German postoc always had to suffer "German jokes" at meetings. They always have to suck it up because they carry the ethernal sin of WWII. The stain that will never wash away.
I am sorry that you will likely never get fully accepted into white society, but I also think you happen to live an exceptionally bad place. And if this bothers you as much as it seems I would seriously consider moving.
I have read and listend to the experience of black people living in Germany, and many of them seem to have quite a good experience. Mind you this is from an African-American perspective. Blacks growing up in Germany seem to have quite a different experience.
And I must say that does not surprise me, also seeing it from an Norwegian perspective. It isn't about skin color alone. Somebody preceived to be African-American will likely be treated a lot better in Norway, than say somebody percieved to being from Somalia. Discrimination at least in Europe is not about skin color alone but also about perceptions about culture and religion.
Anyway I wish you the best of luck and that you find a place more accepting, where you can feel more at home and at ease.