Just because you saw some small hive beetles does not mean they will not survive. I have small hive beetles virtually all of the time and my hives do fine. You do need to managed them though. IMHO, the best and easiest defense against SHB is full sun all day. A weak hive in the full sun still could get overrun but not until they have some honey and pollen. A swarm is not impacted much at all by the SHB.
There are alot of variables in regard to a honey harvest. This year has been bad for many due to weather. Other years, a swarm at the wrong time could virtually eliminate any surplus. Other times, the hive just may not have enough bees.
Also, keep in mind that starting from a swarm means that you are already on the back side of a significant part of the nector flow. This swarm has to make wax and that requires alot of nector and then it takes about 20 days for any brood to start hatching and by this time you may be out of the main spring flow completely.
You need to try to get through a winter with one of these swarms or get some package bees before the spring flow starts.