My bad. I read something quickly and don't even remember where I saw that, so I can't go back and check. Maybe I was just projecting (Ireland = Iceland) and hoping the brothers could spend some time together.
They filmed last year in Ireland, but per this snippet from this article, it'll be Iceland this time:
"Season 2 will now begin to shoot in Iceland this summer. Hopefully we will see much more of this compelling series very soon."
http://www.idigitaltimes.com/articles/18068/20130605/vikings-season-2-release-date-history-channel.htm
However:
"After auditioning well over 1,000 people in Wicklow Town, the producers of the TV show 'Vikings' will be holding further casting calls in Dublin tomorrow and Friday.
The programme is looking to hire around 5,000 paid extras for the filming of the second season.
Filming starts at the end of this month and will go to the end of November."
http://www.rte.ie/news/2013/0605/454798-5-000-extras-wanted-for-vikings-tv-show/
So they're probably still filming in Ireland. Which doesn't rule out a location shoot in Iceland, or that Gustaf would be hiking for a week with Alex.