Loki was so skilled at acting like Odin that Julia and Alena themselves were fooled at least once. They'd walk into the room and "Odin" would be standing there, and they'd do a double take before remembering. Asgard was actually really peaceful under Loki's rule, and he found quiet ways of dealing with problems, such as enemies of Asgard assembling. However, they weren't obvious, so it looked like "Odin" was ignoring them (something that the actual Odin would do until they bit him in the butt. See: Jotunheim, Loki, etc.)
Then Thor returned.

Boy, was that interesting.

It was the day "Odin" decided to hold a play in Loki's honor, and Alena was torn between laughing at the ridiculous parts and crying at the sad ones. She looked to her left, behind her, and saw Thor walking towards the crowd, looking bewildered. She and her mom quietly made their way to the front, wanting to know what was going to happen. Thor gave one of the soldiers a horned thing and confused everyone there, and Loki panicked slightly. Which led to his reveal. Julia had to restrain Alena when Thor made Loki reveal himself by almost smashing his head in.

"Where is Father?" Thor asked angrily.

"I'll take you to him." Loki agreed quickly, as Mjolnir was on his chest. Alena and Julia walked over. "You two want to come?"

"Obviously." Alena replied. Thor looked at them suspiciously.

"Alena is my Godchild and also my sibling." Loki explained. "Apparently Odin had more to hide than just me."

Thor shook his head in confusion and resignation. "Alright... Let's go, then.

Meeting Doctor Strange was an... interesting experience.

"So Earth has wizards now." Thor stated after finally getting a good look at the man.

"Like from Harry Potter?" Alena asked 'innocently'. The man sighed and then they were sitting in chairs by a fire, holding tea.

"So, I track people who might be a threat to Earth, and your brother is classified as one of them."

"A deserved title." Thor commented.

"So, why bring him here?"

"We're looking for our father." Thor replied.

"So if I were to tell you where he is, all parties concerned would probably leave Earth?"

"Probably, yes." Thor replied. The man sat back with a sigh of relief.

"Great."

They stood in the entrance hall a few moments later, watching a swirling portal that led to a grassy plain.

"I'll need my brother back."

"Oh, yes." A portal opened up and Loki fell, flailing, out of it.

"I have been falling for 30 minutes!" He yelled.

"You can handle him." The wizard said.

"Handle me?" Loki asked scathingly. "Who do you think you are? Some second rate sorcer-" His charge towards the man was interrupted by the four of them falling in the grass.

"Rude." Julia muttered, and Alena agreed. They turned around and quietly stood up as they spotted Odin. Julia nudged Alena as the siblings exchanged glances. "I'll stay back here, I don't need to go up." Alena nodded nervously and joined the two brothers, walking slightly behind Loki as the three approached the man sitting on the rock.

"Father?" Thor asked hesitantly. "It's us." Odin remained silent. "Loki, remove your spell." Loki shook his head. It wasn't him.

"It took me a while to break free from that." Odin turned and looked at Loki. "Frigga would have been proud." Loki's face expressed a feeling of surprise. Alena sat quietly, mostly hidden by Loki's frame. "Hello, Alena."

"Hi…" She replied nervously.

"It seems you have met your brothers. Frigga would have been right about you meeting those two eventually." Alena just nodded, not quite sure what to say. "It is upon us, Ragnarok."

"No, I've stopped Ragnarok. I put an end to Surtur." Thor replied with certainty.

"No. It has already begun. She's coming. My life was all that held her back, but my time has come. I cannot keep her away any longer." Odin sighed.

"Father, what are you talking about?" Thor turned to Odin, forehead furrowed.

"The Goddess of Death. Hela. My first born." Odin turned to face Thor. "Your other sister."

"...What?"

"Her violent appetites grew beyond my control. I couldn't stop her, so I imprisoned her. Locked her away. She draws her strength from Asgard...and once she gets there, her powers will be limitless."

"Whatever she is, we can stop her. We can face her together." Thor replied earnestly.

"No we won't. I'm on a different path now. This you must face alone." Odin smiled. "I love you, my children." Loki turned to face Odin, surprise and uncertainty playing across his face. "Remember this place. Home."