Curate, connect, and discover
If we look at the Norse myths the Valkyries were Odin’s death maidens. They rode from the sky on Pegasi and picked warriors from battle who were the best to be brough to Valhalla.
However, as we saw in the prison scene there were people there trapped and forced within the rock. Many people have started thinking that this is where the Pegasi came from and they began dying and then only a few dozen are left with Helion. So we now have a new legion of Valkyries and the possibility of Nesta making an eight court, as already theorized, ruling that with the Valkyries who with Pegasi could be an aerial legion to rival the Illyrians. With no allegiance to another court they could become the death maidens from Norse myths.