The guards hesitated, not used to late night visitors, but before they could answer the request the doors swung open. Odin was already awake and aware, if ever he slept. There had been a disturbance while Heimdall was gone and when the watcher returned Odin's vigilant senses caught the sound of screams tearing through the night. He'd left his bed long ago.
"Heimdall. It is good that you've returned. Much has occurred whilst you dally on Midgard." The Allfather intoned calmly. "What news have you? I assume from the cries I've heard in the night that you come with a captive." He was somewhat disappointed by this, as it meant that Loki was still dead-set on freeing his monstrous children. This simply could not come to pass. He also wanted to know what the Watcher had seen whilst dealing with the Trickster. Had he watched Asgard, or was his vision focused only upon Loki and his bargain? He was most distressed that Thor's hammer had disappeared, leaving a confused and bereft man in its wake. Within hours of the hammer's disappearance the man had taken his own life by plunging the shards of a broken mirror into his throat. Frigga was inconsolable, but Odin's mind was occupied with the hammer. He knew that so long as the hammer existed his son lived. If anyone knew where the hammer was now and the identity of its wielder, Heimdall would know.
Despite his desire to reclaim Thor and bend him to his will once more, Odin knew that his priority would be in stopping Loki's madness from claiming them all. If Loki truly meant to free the children of Ragnarok then Odin would focus his efforts upon twisting Loki's ally. Once he had the mortal as a killing tool all that needed to be done was to unleash him upon Loki and the children. A mortal had was needed to end Loki and his children...and now Odin had it.