Her return is a payoff that has been delayed rather too long, I would say, so I'm looking forward to it. But not without nervousness, as it's a portrayal of a culture that comics have, um, not always done with great sensitivity or accuracy.
So. Dani's back with her parents, near Denver. Apparently when they had died (or rather, been turned into a Demon Bear... at any rate: they got better), she hadn't immediately gone to her grandfather, but had instead stayed with family friends the Roberts. After a week with them, she used her mutant power, to the distress of her friend and now foster-brother Pat. She ran away to her grandpa, and then you know the rest of the story from Marvel Graphic Novel #4. She has a decent enough time chatting with the folks, but since it's an X-Men comic, drama ensues. Specifically: she bumps into Pat at the local mall. In her absence Pat has turned into a massive racist, and gives her all sorts of abuse. But she's less shocked about that and is more surprised that using her Valkyrie powers, she can see he's going to die soon.
When Dani arrives back home, she hears him make an emergency call over the CB. She can't call 9-1-1 (the Moonstars' doesn't have a landline?), and sets out to rescue him. She fights a personification of death for his life, and wins. She appears to reconcile with him: it was only his discomfit at her powers - which may have outed some embarrassing secret of his - which was making him a racist, so that's alright then (!) She's a little easy to forgive him, but he has just nearly died, so I can buy that. Anyway, fighting off death turns out to have been merely metaphorical, and he dies in hospital.
So. This issue directly raises an obvious question for Dani: if Asgard is real (which it is and she's got the flying horse and Shinigami eyes to prove it), does this mean that her gods are real, too? It's probably for the best this question, while posed, isn't answered definitively. One of the many things I'm not an expert on is Cheyenne mythology, but I'm going to take a stab at this anyway. The names and phrases used when she's invoking them appear to be real, although I'm shocked at how little information there is on say, Wikipedia about this topic.
I think it's fair enough for people in the Western cultural heritage to play with making the Æsir and Olympians be aliens pretending to be (or taken as) gods. As an extension of this it's also reasonable to suppose that other pantheons are similarly inspired. In fact, it would be just wrong otherwise - they can't say "well, European polytheistic religions are of course based on actual happenings and persons, but everyone else, no, you're just making shit up." But then instantiating them, and trying to make other culture's religions fit a nice neat model of classical European paganism is difficult, and can lead to hilariously wrong results (as we'll see, very soon now, when Celtic mythology starts being brought into X-Men), even if not being outright offensive.
And then there is the question as to how many pantheons there are anyway. Marvel, for example, merges the Roman and Greek pantheons - something that was done by the Romans themselves. The link between Zeus Pater and Jupiter is not difficult to see. But comparative study of religion can go back further: there was a Proto-Indo-European religion, which we can take a good guess at, which features as its head figure a "Dyēus ph2ter" †, which is reflected in the Vedic religion as Dyaus Pita. They also then have the Germanic gods - although specifically the better-preserved Norse versions rather than the Woden and Þunor as Odin and Thor would be known in English. Having had separate Norse and Greek gods they can hardly deny Hinduism - the one major surviving descendant of Indo-European paganism - its place as an equivalent pantheon, and so there are Marvel Hindu gods. But this is different, as here you are dealing with a major world religion with millions of followers, and you need to be careful not to have Thor beat up Shiva. For obvious reasons there's no Marvel Jesus or Muhammad, either; and while there are demonic figures, the identification of one of those as Satan is left studiously ambiguous. (Kieron Gillen did an excellent riff on this in Journey Into Mystery last year, with the Devil's Advocacy, a group of figures who are all very carefully not claiming to be the Devil.)
I mean, if you were doing this as a proper piece of science fiction, you wouldn't have the aliens inspire gods that we know from pop culture, you'd have them inspire figures in Proto-Indo-European paganism, and then have everything descend from that in accordance with currently accepted scholarship. There was a real world tree: and Yggdrasil and Ashvattha are but reflections of it. But in detaching the premise from the myths, you would loose the cool stories.
Given that approach was rejected (or rather, never considered), does that mean that every distinct polytheistic tradition will get its own set of aliens-masquerading-as-gods in the Marvel universe? Potentially, yes. How different do they have to be from each other to get a different set? Unsurprisingly, the answer to this is mostly related to how well-documented they are in accessible texts in English.
So, what does have to do with New Mutants #41? Well, as I say, the names check out. Presumably Claremont has done his research by reading Grinnell's ethnology, or something based on it. But here we come to the problem: it's not a case of whether it's right or not, but how authentic is it? There's some dispute as to whether "Heammawihio" is a traditional term - apparently "Maheo" was used prior to missionary contact. And it's not like Marvel is saying the gods are caused by belief (although it sometimes toys with this idea). So, like I say, it's probably a good thing that he doesn't wander on page, under whatever name, as this will be a white guy's take on what a real life Native American god would be like, and, quite apart from whether it would be cultural appropriation or otherwise objectionable, Claremont simply has nothing of interest to say on the subject.
Lucky escape, then.
† that "h2" is the second laryngeal, by the way, a consonant that has left no evidence in its daughter languages apart from subtle traces in vowels. This is not a topic which I never expected to be covering in an X-Men blog, but there you go, life is full of surprises.