Part of the DC/Marvel mashed-up Amalgam universe. Thorion is a mash-up of Thor and Orion.
"The Source" is the credit given to Mark Gruenwald in the issue, although other Amalgam issues credit him as Coordinating Editor.
This issue has variants:
Odin; Thorion the Hunter; L'ok D'Saad; Bald'r; Ymir of the Frozen Wastes; Surtur, Lord of all things Infernal; Kalibak, The Thrice Damned; Mangog, Dark Harbinger