This article proposes a cooperative friendly jamming framework for swarm unmanned aerial vehicle (UAV)-assisted amplify-and-forward (AF) relaying networks with wireless energy harvesting. We consider a swarm of hovering UAVs that relays information from a terrestrial source to a distant mobile user and simultaneously generates jamming signals to obfuscate an eavesdropper. Due to the limited energy of the UAVs, we develop a collaborative time-switching relaying protocol that allows the UAVs to collaborate to harvest wireless energy, relay information, and jam the eavesdropper. To evaluate the secrecy rate, we derive the expressions of the secrecy outage probability (SOP) in the integral form for two popular detection techniques used by the eavesdropper, i.e., selection combining and maximum-ratio combining in high signal-to-noise ratio regime. Monte Carlo simulations validate the derived SOP and show that the proposed framework outperforms the conventional AF relaying system, in terms of SOP. The insights from SOP and analysis in this work sheds light on optimizing the energy harvesting time, the number of UAVs in the swarm as well as their placements, to achieve the required secrecy protection level.