This mystery can be found just south of Trolltonn on the easternmost island of Asgard.
When you arrive at the mystery location you’ll find the cow Audumbla trapped in the ruins of a structure. Approach the cow and wait for the dialogue to end, then shoot through the wooden barricade immediately to your south. After this you’ll need to move a large stone eastward, to grant Audumbla passage. You’ll find more wooden barricades to the north, destroy them with melee or ranged attacks and then follow Audumbla to the east, where the mystery will complete as she begins to lick the ice.