To Niflheim
The Nordic gods just like the western gods are not from Pandemonium as well. They were from a universe called Norse that was also destroyed by an unknown entity. They also escaped to Pandemonium and created a colony there once they were accepted by the universe.
In fact, a majority of the people of the northern continent have ancestors that could be traced back to the Norse Universe. The human mortals there are people that were left in the main world when the Pangea broke apart. Some of the mortals in the northern continent still retained their devotion to the Nordic Gods while some integrated with the other people in the north.
The Norse Universe was not destroyed by foreign gods, but an entity called the World Devourer. It is an unknown being that even the gods fear as it can devour planets easily. It could also devour an entire universe if given time to grow which is why they are often extinguished once they are made known.