Sold to the Slavers
The part that terrifies him most is not that Sif betrayed him to the slavers, but that she didn’t even hide her involvement; she’d taken the bag of gold even as his arms got wrenched behind his back and bound. Just before the blindfold had come down, she’d given him an impudent little wave, and all he could do was feel his stomach drop as her footsteps sauntered away.
As he lies there in the dark, jarred by every sudden lurch of the carriage, he tries to come to any other conclusion, but Sif is, regrettably, the cleverest member of Thor’s little band. If she expected him to escape, or be set free, or be rescued, or ransomed, then she would never have risked the royal family’s displeasure; she might still have sold him out, but secretly.
Which implies that she believes he’s out of her hair for good.
No typical slavers could block the sight of Heimdall, so these slavers are unusually powerful, skilled in the use of seidhr or some form of technology that mimics it. They won’t keep him around the Realms that trade with Asgard; it would be too easy to find him again, too risky for them and their buyers. So he’s going far beyond the branches of Yggdrasil, with no quick way home even if he somehow manages to break free.
And since no one would go to this much trouble for a simple slave, it’s clear that this group trades in specialties. Which says nothing positive about whatever fate awaits him.
But the bonds are tight, on both his body and his powers; the muzzle keeps him from bargaining, and he can’t imagine that they’re fool enough to give him even the slightest chance to escape.
He wonders what sort of story Sif is telling Thor. How fervently she’ll pretend to look for him. How many years or decades or centuries will pass before the search is finally called off.
When he dozes off, he gets kicked awake; the third time this happens, someone starts playing an instrument, breathy and whiny and just out of tune. The sound comes and goes, sometimes for what feels like hours, sometimes just a few minutes, and it always gets louder when he starts to fade away again.
When even that isn’t enough to keep him awake, the men pull him up to his knees and tie his still-bound hands to a rope hanging from the ceiling. Keeping his body upright, as best as he can, keeps the pressure on his arms minimal, but any time he starts to relax it pulls at his shoulders until the stress becomes unbearable and he straightens up again.
He loses track of how many days it’s been; the only thing to mark the time is that he’s starting to go mad with thirst. (Though at least the music has stopped.)
“If you talk, you don’t get food,” one of the men tells him, before taking off his muzzle for the first time.
He doesn’t risk the loss, not when words would likely be useless anyway. A cup gets pressed to his lips, tilted slowly for him to drink, and then he’s given a few scant mouthfuls of bread and a piece of fish. As soon as he’s swallowed the last bite, he’s allowed one last sip of water, and then the muzzle returns.
By the time the carriage finally stops, he’s barely able to focus on a single thought at a time; the pain takes up most of his awareness, and what’s left is merely shapeless dread.
When they pull him out, his legs collapse beneath him, tumbling him down onto hot, baked earth. Someone lifts him again, throws him over their shoulder so roughly he nearly throws up. Words are exchanged, but he can’t make out the sense of them, and then he feels a tingle and the sudden shift in the feel of the well of seidhr all around him. The air is suddenly a lot colder.
Teleportation.
He can’t put together more of a thought than that, but at least he knows they’re on some other planet now. Except, as his captor walks, there’s a metallic sound to his footsteps. And when Loki gets lowered to the floor, it’s cold and vibrating.
As he’s secured in place, he puzzles through the sounds and smells around him, and realizes, with a sinking feeling in his gut, that it’s a ship—right before the engines roar to life.
He was right: They’re leaving the Nine Realms behind.