About Loki, I saw the comments about mixing the two versions. It seems a great idea, also what is the backstop I saw comments suggesting mythological correct version.
But I have some idea of Loki being Odins son, like Odin captured Laufey or Faye(God of War version) forcing her, thus Loki is born.
Faye is returned to Jötunheim, but he is a political prisoner. He hates Odin, but jas to work for him because he fears Odin will go after his mother.
Loki is like spy master and negotiator, he has connections in all pantheons.
Also, Loki will be a friend of Merlin and Faye could even be with Merlin.