After some more research into Norse mythology and culture up to the modern era, I found a few interesting unexplained anomalies which could better my SCP idea.
In 2009, an event known as the "Norway Spiral" occurred. The official explanation was that a Russian missile malfunctioned near the area, but I figured there could be a Foundation explanation, as well!
Perhaps Hume levels in the area suddenly spiked down, and something slipped into our reality?
I'm not sure if I'll stick with the Valkyrie idea or not, but I found the idea of a mythical explanation really interesting! If I don't stick with the Valkyrie idea, I'll still use creatures from the universal Pagan mythology.