Partial match to Northworld by David Drake, in which the eponymous planet has lost it'sits all powerful-powerful leader and is missing from the "Consensus". A human police officer is recruited by the non-human controllers of the Consensus to find out what happened.
The officer is sent to the world where he finds a blending of mental abilities that enable him to move outside the world into other realms, which are controlled by god-like figures and are competing for resources.
At some point the Norse sagas are involved. I think it was a re-telling in a sci-fi context.
You can read it for free here