So we know there are 3 main outsiders: he who walks behind, he who walks with, and he who walks ahead. We have seen 2. We also know odin is interested in harry and harry can fight the outsiders. So my theory is the 3 main outsiders are loki's 3 children who were imprisoned. The battle is kinda like ragnarok. Harry is either one of their kids or something. Maybe mac is he who walks with and is harry's dad. Or maybe mac is Heimdall the watcher god. The outsiders know him either way. Loki is the god of fire in some mythology which will explain harry loving fire magic.