We show that a nonlinear coupling with delayed feedback between two limit-cycle oscillators can lead to phase-locked, periodically modulated, and chaotic phase synchronization as well as to desynchronization. Parameter regions with stable phase-locked states attain the well-known form of the swallows or shrimps found and studied for nonlinear maps. We demonstrate that the swallow regions can be accompanied by a different bifurcation scenario where the periodic orbits of the phase-locked states undergo a torus bifurcation instead of a previously reported period-doubling bifurcation. This property has an impact on the spatial organization of the swallows in the parameter space. The swallow regions contribute to the synchronization domain of the considered system, and we analytically approximate the parameter synchronization threshold.