The creatures are no bloodthirsty heathens, but female spirits of the great god Odin. They are, of course, the Valkyries. If you’re unfamiliar with the sinister predilections of the Valkyries ...
The Valkyries were divine shieldmaidens in the service of Odin, the All-Father. They helped the leader of the gods choose the bravest fallen warriors to dwell in the afterlife of Valhalla.
Brunnhilde originally led a legion of elite Valkyries. These female warriors served as Odin's special forces team but were massacred by the supervillain Hela, another playable Marvel Rivals character.