I hope you're ready for this.
At first glance, I can't find anything immediately troublesome about this character. His backstory is mediocre, but it doesn't pull any punches nor does it do anything wrong. While he's strong, a lot of things offset his strength and make him a solid foe, but one that can be overcome. His appearance isn't abhorrent either. Stuff could be better, but it's not bad by any stretch of the imagination.
But I struggle very hard to be interested in this character. As you remarked yourself to me in private, it's very hard to relate to him. He feels very shallow, in a regard. When I see this character, when I try to think what makes this character interesting, what gives him depth and meaning, I can not manage to come much further than "Well, he's an undead viking warrior and he likes fighting". His motivation to fight is that he wants to be the strongest... but, why? Why does he insist on being the strongest? Why does he want to meet people with the will of the hero? Motivation is key here. Why does your character do the things he does? And I don't mean the superficial reason he gives himself, no. I mean at the core of his being, what is it that drives him? What is it he seeks to accomplish, why does he want to accomplish that, how is he planning on achieving it? All those things. Depth.
He insists on fighting only strong people. Why is that? Is it because he believes people weaker than him have nothing left to teach him? How come? etc etc. You don't need to tell me, I just want you to think about these things, then look at Fell with them in mind. A few suggestions: If you want a more lowkey story, with a more complex character, perhaps make him pigheadedly stubborn in his pursuit of the strong, in his pursuit to prove himself stronger for whatever reason he might have. Then start introducing conflict around this obsession. For example, he wants to be the strongest because he believes it is the only thing that matters. As he works towards his goal, however, the emptiness of his pursuit begins to become apparent. He may not wish to believe it, but the pursuit of strength for the sake of strength is an empty one. Perhaps he realises this on time, and turns his life around for the better. Or he remains stubborn in his beliefs, and we as the audience slowly watch as his obsession consumes him whole, until at story climax he takes an action that makes him irredeemable. The last step that sends him tumbling in the abyss. He may or may not achieve his ploy to become the strongest, but whether or not he does we come to realise just how useless his quest was to begin with.
Or, another story requiring less complexity of character but perhaps equally interesting. Fell seeks to be the strongest because there is a great external antagonism he must overcome for the salvation of himself and/or others. Another example: His friends can not pass on into Walhalla because they're under the control of an evil spirit. Fell seeks to destroy the evil spirit that enthralls his comrades, but when he goes to face off with him he eats the dirt. He realises he must grow stronger to achieve his goal, so he seeks the strongest. Now we can relate to his quest. Now we can empathise with Fell's ploy, be taken aback by his every failure and rejoice in his every victory. At the end he may succeed, and in doing so find salvation for his own soul as well. Or his friends pass on into the afterlife but he is cursed to stay behind, making the ultimate sacrifice etc. Really, be creative, it's your character.
In both cases, however, an important question must be asked: Why wRHG? Why would Fell seek out such an environment as the wRHG specifically? Is it a contrived reason, or given the universe you created is it the most logical step for him to undertake? I'll be anecdotical for a second and use June as an example. She's a perfectly fine character, except she has no reason to be in the wRHG. Her story is not benefited by being put in this particular environment, so I pulled her away from it. Her story is one of the test of spirit: Can she manage to cling onto the ideals she treasures so much in the face of adversity, or will she succumb in order to achieve the justice she looks for? In either case, she is not helped by fighting other wRHG characters, because the story is focussed on herself as a character so very much.
I hope this was helpful for you, and I do hope that with this feedback you can undertake some steps to make Fell a more interesting character to read. Good luck, Pitch.