" In Norse mythology, the Valkyries were beautiful young women who served both as Odin's messengers and as escorts to the souls of warriors killed in battle. In fact, Valkyries means "choosers of the slain." During battle, they would ride upon winged horses and, surveying the field, select brave warriors to die. Then they would transport these souls to Valhalla, Odin's hall. Once in the afterlife, the brave souls were enlisted to fight in the battle of Ragnarok, an apocalyptic conflict signaling the end of the world."
I think that she will get killed, but not leave the stories. I think that she will die on the field of battle, and be raised, and empowered by Odin as one of his soldiers. Her youth, and health will be restored, plus enhanced speed, strength, and durability. She will give the Winter Knight a run for his money in pure hand to hand combat.
Come to think of it there could be other characters who have died that we might see later that were enlisted by Odin... Susan for example. Or Morgan... I mean anyone Jim decides to bring back now has a doorway since we know that Odin, and Valkyries exist.