This page details the location of all Heroic Saga artifacts in Vangrinn, Svartalfheim, part of the Dawn of Ragnarok DLC in AC Valhalla. There are two Heroic Sagas to be found in Vangrinn: Gaefuleysi and the Cursed Fairy, and Gaefuleysi and the Boring Fight.
Gaefuleysi and the Cursed Fairy - Jofurrsmida, Southeast Vangrinn
The Gaefuleysi and the Cursed Fairy saga can be found in Jofurrsmida, southeast Vangrinn which is south of Eitri as shown in the screenshot below. The saga can be found in a building within Jofurrsmida, but you’ll need to obtain a key from one of the nearby enemies to enter the part of the building where the saga is located. Use Odin’s Sight to highlight all enemies in the area, then look for the one with a key icon above their head.
Once you have the key, just open the door to the building on the ground floor and then enter to find the saga just up the stairs.
Gaefuleysi and the Boring Fight - Feigarder, Southern Vangrinn
The Gaefuleysi and the Boring Fight saga can be found in the island fortress of Feigarder, in southern Vangrinn. You’ll explore this area during the Pride of the Aesir main quest. To access the saga you’ll need to loot all the keys from the central room inside the fortress, then go to the eastern cells on the same level as the central chamber where you found all the keys. Here you’ll find a cell which holds the saga within.