I have an application where I try to load an external SWF. So, we have:
I don't think the issue is with your ScaleMode. There can only be one Stage per flash player. The "stage" property of your 'external' SWF references the Stage of your 'application' SWF after it's added to the display list. If the SWF is loaded and not added to the display list, the loaded SWF's 'stage' property will equal 'null'. Setting the stage scaleMode inside your external SWF won't dictate how it scales once loaded into another SWF.
Also, you're probably resizing the SWFContainer, not the SWF itself...thats why the SWF width and height properties are always 800x600. I'm not sure if this is what you're asking for, but from what I'm understanding, you may need to create a stage resize event listener.