I found an Albert Dahl in the US 1910 census in Memphis. He was born about 1872, immigrated 1875. This Albert and his parents were born in Sweden.
His wife was Nettie and children Alvin and Nowland - all born in Mississippi.
Might this be your Albert? And might he have been born in Sweden? https://familysearch.org/pal:/MM9.1.1/MGFF-NJX