That location is a Side Quest. Kunigunde (in Fjordheim) should be the next quest giver. She is way off to the right side of Fjordheim with the other dwarfs.
The other possibility is that you still need to fix the forge, or obtain the Dragon's Agreement. That would show up in your Quest panel.
Ancestral Vault is the only location that is missing in the side quest, which means that the main Bragi quest line might have stopped as well.
NOTE: You cannot access Valhalla from the map of a god or the map of the Father.
To find Valhalla on PC/Web, open the Map Manager for Scandinavia. Click on the map button labeled "Main." Valhalla is the tall blue mountain in the back.