My problem with the character of Ashildr is a very small one.
She pronounces her name wrong.
She's a viking, and she says /əʃildə/ but this can't be right because Old Norse doesn't have /ʃ/.*
It should be something more like /ɑːshildə/. If you don't know IPA, think "oss-heelder" instead of "a-shielder".
According to a few sites Áshildr is composed of Old Norse áss "god" and hildr "battle". Old Norse áss is cognate with Old English ōs "god" as in Ōsweald "god's power", modern Oswald.
The Radio Times has a bit to say about the name.
*I could be wrong about this. But even if Old Norse does have /ʃ/, it is not represented by the spelling <sh>.