So me and my wife consider leave UK and apply for other EU country (Sweden) for entrepreneur (Self-employed) visa. Basically we have running business under my wife's name and our legal adviser said that her application would be success if we fulfill the entire requirements.
My concern is about me. First thing if I left UK voluntarily will UKVI ban me from entering UK for several years? If they did so, will that affect my Schengen (Sweden) visa application? Let’s say they won’t ban. But I have black mark on me. So will that affect my application?
Is there anything UK does with SIS (Schengen Information System) update details of the UK immigrants who overstayed / refused / denied etc.? I've read here and there, some says it won’t be an issue. Some say it will be an issue. Please advise / share if you have any information / advice on this.

Thanks.
Thil.