Does ZFS check integrity by swap too? I have ECC memory and I'd like to put swap on a filesystem, which does integrity checks. Will ZFS check integrity by reading the swap?

If the swap space is a ZVOL or a swapfile on a ZFS dataset then it will benefit from all of ZFS' features, just as any other file or ZVOL would.

If the swap space is a bare partition or a swapfile on another filesystem, then it won't.