... Like who? Who is going to see Nidhoggr and immediately say, "so that's where you were."
There's a lot we don't know but if you think Imu only knows of Nidhoggr through a DF book or something, I am certain you'll be wrong next week.
The War God we were told about It's not form the second world, so unless another one is brought up, I don't see why Imu should know him.
Unless all the "Nerona Imu" Is bullshit and he Is from the First world too. However, he seems much more related to Joy Boy than the OG Nika.
Right. I put all that out because I could suspect that you'd mention how none of those are 1:1, which isn't the point. Of course they wouldn't be 1:1. To continue excluding these examples because they're not exactly the same is just moving the goalpost.
Also, they were not the same type of character as Loki (or Momo or Vivi) are.

