Naming non-English folklore creatures
I'm working on a novel that involves folklore/mythological creatures from mainly the Norse and Scandinavian myths, but in the world of the novel, there exists beings from all cultures. I wish to write it in English, leading to some problems with what to call the creatures.
Some creatures are easier than other. Valkyria, for example, could just be translated to Valkyrie and everything would still be great.
But beings such as the Bäckahäst would cause some trouble here. The common translation into English here is Kelpie, but to me, Bäckahäst and Kelpie are two different beings, one from Norse folklore and one from Scottish. So to translate Bäckahäst into Kelpie would be adding more confusion.
But keeping "Bäckahäst" as the name also causes some questions for me. Namely, how to add grammar stuff to it. The Swedish way to put Bäckahäst into plural would be to add "-ar" at the end of the word (Bäckahästar), but the English way is to add "-s".
Using the English version seems to me like the logical way, but it makes the inner me—reading the word the Swedish way—cringe.
Are there any tips on how to do this "right"? Or is the most important to be consistent throughout it all? Or should I just use Kelpie and skip the problem? Maybe go with my own word for each being?
Pro and cons for the different ways would be appreciated too. Have been trying to decide on this for way too long, and pretty much keep jumping between them all.