I advise all of you to read about germania inferior, or in other words the roman colony of west germany in the rhineland.
Espeacially the cities they build there a century before christ are interesting, such as Cologne, Trier and Worms.
Romans build cities were they stationed their soldiers which could came from all parts of the empire, the cities filled themselves with native germanic and celtic tribes who coexisted with the romans.
Some of these tribes, like the Ubiers who populated cologne which the romans build but needed citizens for, were loathed by the other tribes in the nonsubjugated germania magna who wanted nothing to do with the conquerers.
what happened concerning religion was the following:
Romans had their temples for their gods of course, but the local ones got worshipped as well as they were the patrons of the natives.
Roman masons made temples for their requierements leading to an interesting mixture of the roman, germanic and celtic pantheon that got worshipped there.
The germanic wargodess Vagdavercustis was espeacially favoured by soldiers.
The (probably) celtic godess trias, the matrons, were connected to the families living in the cities and villages and were prayed to by romans and germanics alike.
Later on, even more exotic cults were brought to cologne by the soldiers of other parts of the empire, the persian Mithras and the egyptian Isis among them.
In the end, of course christians.
Without doubt, mixing and mingling happened in those cities and it seems so as if the people did not gave a fuck about it.
Curiously, it were the native gods though which lasted the longest against christianisation:
http://www.anistor.gr/english/enback/a1_2007.pdf
which might be an indicator that the matronas were more ethnically based then the other gods who were more universal.
What we can deduce from this is, that some gods were not connected to ethnicity at all and more cosmopolitican, while others had indeed a designated tribe which they were connected too. The saxons had an own patron god for their ethnic group among other more universal ones as far as I know and some people might say that gods who are just called on by different names or seem rather fluid in their substance as "paneuropean" gods can be called on by everyone regardless of his ethnicity but with his local tradition and name as a placeholder that is bound to heritage.
In fact, there are linguists who belief they can even trace some hindugods to central asia and the european ones. Do your research and try to find the most plausible, historic and nonbiased-thus non-esoterically tainted sources.
OP, your dominant line seems to be the nordic one, as the other heritages are-as you say-ultra mixed and thus hard to pin down. You life in a western society (USA?) which is the latest "evolutionary" end of indoeuropean culture so you could try the cosmopolitician hellenism (which has a lot of sources which is good) and throw in a norse god of your choice who was mentioned by the romans as relative to one of their own whose name you then replace with the nordic one, which seems like a compromise that neither seems like norsemen larp, nor as disassociation from the consistent scandinavian line which you feel close too.