Was Donar's dialogue, especially in the last scene with Mr Wednesday, MEANT to be so cheesy and over-the-top? Mr Wednesday was pretty cheesy in that scene too. "NOOOO-OOO-OOOOO!!!!!!!"
Yes, that coat is gonna get recognised straight away unless there's some kind of cloaking device, I guess once Gungnir got all glowy I thought that must be the case right? But I didn't like that the show made me do this mental work to explain it.
I enjoyed the burlesque show.
I didn't really get Donar's motivations regarding the Nazi competition.
I assume Mr Wednesday was down with using the Nazis because they were simply a means to an end. I don't think he really knew or cared what they were or would become.
That said, the use of Germanic mythology (for patriotic homeland purposes) had an intrinsic role to play in the rise of Nazi Germany - it's a very interesting history to read about. I don't think it's why Mr Wednesday is down with them here though.
Yes, Thor is getting a lot of MCU worship these days, but honestly, there's a lot of actual worship of the Germanic pantheon these days. Heathenism is a recognised religion in the US military now, one can be buried according to the rituals. There are a lot of decent heathens, but it's chilling how much of it is driven by white supremacy, particularly in Europe but all across the West. Wotan / Odin worship is particularly strong amongst that lot (and if they don't worship they still use the symbolism as a code, just as the Nazis did in their initial rise to power). Gaiman is on the money with how dark Odin is as a figure. His was essentially a death-cult. Sacrifice, war, glorious death with hundreds of virgins awaiting etc.