OK, Zantetsuken is a Primal while Odin, The Dark Divinity, is an Eikon apparently.

(My theory is that upon defeat, Odin's will "Summons" his sword from his remaining Aether and then the sword tempers a host to become Odin's new body)

But the Warring Triad has nothing to do with Odin since at the time of Allag Odin was Mortal for a time. (With sealing him and the demon blade at the cost of her life likly what caused his final transformation) but The Triad predates Allag and are suposidly infinatly more powerful than the Primals we've slayen to date.

It's almost like they are immortal aspects of nature. Goddess=Atral Aether, Demon=Umbral Aether, and Fiend either representing Anti-Aether (Nillity?) Or simply Chaos it's self.