That's the thing about nicknames, we don't often get to choose them. And besides Thor is a great man, if not for him I wouldn't have one of my daughters.
As you are to me, and have been fora long time.
We are taught not to question the gods and Fenrir is Loki's son in lore. It is not too much. But if that is what you want to do... Also you could change well away from the village, so no explanation would needed.