Valykrie originally was trapped within the body of Barbara (Something). While Barbara was in her body. They could always revisit that event, except now she has changed bodies with a Wakandan woman. Or just introduce a new one; after all Valykrie is a position, not a name
Technically, we have Valkyrie (Brunnhilde, former Defender and technically a living spell of some sort), and the Valkyries, the order of warrior maidens to which she belongs. It's unclear which the character in the Thor movie is, but I note that there
is precedent for non-Caucasian Valkyries, with Danielle Moonstar.