I have read that.

But what is interesting if you look at Norse Mythology, I don't Freya & Balder had any romantic connection with each other.

If I remember correctly Balder is the god of innocence, peace, and rebirth. Now I don't know that much about Balder in the WOEE book, but he was the god of innocence and peace. I don't know if Killian really fits that. But Norse!Balder was killed by Loki, or to be more precise that he tricked Balders brother. Freyja was married to another Odr, and seemed to love him a lot, speaking in Norse Mythology ofcourse.

However, I don't know excatly was Asgard!Killian/Balder did to make Fred angry at him, and give a warning to his sister.