Mechanically, yes, combining a floating rate loan with an interest rate swap is equivalent to a fixed-rate loan. There's not an exchange for these instruments, though, so you'd have to talk to your bank or broker to see if they have counterparties that trade these to retail investors (they are typically only traded between banks or investment funds)
Practically, you're probably not going to see a significant advantage to doing this. The floating-rate mortgage is already going to have a credit spread that is theoretically equivalent to the spread on a fixed-rate loan, so you're still paying more than "LIBOR" for the mortgage and, all else being equal, should give you roughly the same interest rate in the end. Otherwise, there would be a significant arbitrage opportunity: You'd borrow a million dollars at a floating rate, enter into a million-dollar rate swap to convert it to a fixed-rate loan, and loan out the money (or invest it) to collect interest at a higher rate.
For example, suppose you got a mortgage for "LIBOR + 3%", and the fair swap rate for a 30-year LIBOR swap is 0.5%. If you took out the mortgage and received the floating end of the swap, your payments would be exactly the same as if you had a 3.5% fixed-rate mortgage.
whether there are risks in this case e.g. in a low to negative interest rate environment.
The risk for fixed-rate loans is that the market interest rate goes lower, so that seems less likely to be a concern in a low/negative rate environment.
The advertised advantage is that you can get out of the interest swap at any time without penalty.
I don't think this is the case and I don't see the claim on the linked site (unless the translation is wrong). You can negate a swap by either selling it, paying off the counterparty, or entering into an offsetting swap, but you can't just "exit" a swap agreement without some fair compensation to the counterparty.