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The Wild Hunt is a guild once existed in a past loop.
The guild was created by Odin (or more accurately his memories with Ose as a medium) for the purpose of helping the Protagonist escape Tokyo through The Walls. However, all of the members met an untimely end after they failed to defeat Jormungandr, the true form of the wall at the end of the sea, even after they summoned Thor to battle against him.